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Differential Evolution For Multiobjective Optimizatior
Differential Evolution For Multiobjective Optimizatior
Abstract- Two test problems on Multi-objective to their population-based search approach. Thus, EAs are
optimization (one simple general problem and the ideally suited for multi-objective optimization problems.
second one on an engineering application of cantilever A detailed account of multi-objective optimization using
design. problem) are solved using Differential evolutionary algorithms and some of the applications
Evolution (DE). DE is a population based search using genetic algorithms can he found in literature (Deb,
algorithm, which is an improved version of Genetic 2001; Rajesh et al., 2000; Rajesh et al.. 2001; Oh et al.,
Algorithm (GA), Simulations carried out involved 2002).
solving (1) both the problems using Penalty function
method, and (2) first problem using Weighing factor
method and finding Pareto optimum set for the chosen 2 Differential Evolution (DE)
problem, DE found to be robust and faster in
optimization. To consolidate the power of DE, the Differential Evolution (Price and Stom. 1997) is an
classical Himmelblau function, with bounds on improved version of Genetic Algorithm (Goldberg. 1989)
variables, is also solved using both DE and GA. DE for faster optimization.
found to give the exact optimum value within less Genetic algorithm (GA) is a search technique
generations compared to simple CA. developed by Holland (1975) which mimics the principle
of natural evolution. In this technique (simple GA), the
decision variables is first decoded into binary numbers [O
and I ] and hence creat a population pool. Each of these
1 Introduction vectors or chromosomes generally called is then mapped
into its real value using specified lower and upper bounds.
Optimization is a procedure of finding and comparing A model of the process will then compute an objective
feasible solutions until no better solution can he found. function for each chromosome and then give the fitness of
Solutions are termed good or had in terms of an objective, the chromosome.
which is often the cost of fabrication, amount of harmful The optimization search proceeds through three
gases. efficiency of a process, product reliability. or other operators: reproduction. crossover and mutation. The
factors (Deb, 2001). Most of the real world problems reproduction (selection) operator selects good strings in a
involve more than one objective, making the multiple population and forms mating pool. The chromosomes are
conllicting objectives interesting to solve. Classical copied haaed on their fitness value. No new strings are
optimization methods are inconvenient to solve multi- produces in this operation. The crossover allows for a new
objective optimization problems. as they could at best find string formation by exchanging some portion of the strings
one solution in one simulation run. (chosen randomly) with string of another chromosome
As the real world problems involve the simulation and generating child chromosome in the mating pool. If the
optimization of multiple objectives, results and solutions
of these problems are conceptually different from single
objective function problems. In multiobjective
optimization, there may not exist a solution that is best
child chromosome are less fit than the parent
chromosome. the will slowly die in the subsequent
generation. The effect of crossover can be detrimental or
good. Hence. not all the strings are used for crossover. A
.
with respect to all objectives. Instead. there are equally crossover probability, pr is used, where only loop, percent
good, which are known as pareto optimal solutions. A of the strings in the mating pool are involved in crossover
pareto optimal set of solution is such that when we go operation while the rest continue unchanged to the next
from any one point to another in the set, atleast one generation. Mutation is the last operation. It is used to
objective function improves and at least one other worsen
further perturb the child vector using mutation probability
(Yee et al., 2003). Neither of the solution dominates over p,,).The mutation alters the string locally to create a better
each other and all the sets of decision variables on the string. Mutation is needed to create a point in the
pareto are equally good.
neighborhood of the current point, thereby achieving a
However, Evolutionary algorithms (EAs) can find
local search and maintaining the diversity in the
multiple optimal solutions in one single simulation run due population. The entire process is repeated till some
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heen proposed and successfully applied to optimization of { f o r j = I IO D
extraction process (Bahu & Angira. 2003a). Xij =Laver bound+ randmi
As detailed above, the crucial idea behind DE is a nurnher *( ripper bourid - lower OoirridJl
scheme for generating trial parameter vectors. Basically. All the vectors geriernred should sori.@ the
D E adds the weighted difference between two population cotistrnirits. Perinln frrrrcriori nppronch, I. e.,
vectors to a third vector. Price & Storn (2003) have given pennlizirrg rhe vecror by givirrg it n lorge w l u e . is
some simple rules for choosing key parameters of DE for followed orily fiir t h e vector.t which do nor
any given application. Nornially, NP should he about 5 to sntish the coristrnirits.
10 times the dimention (number of parameters in a vector) Eaaluare the cost of ench vector. Profit here is
of the problem. As for F. it lies in the range 0.4 to 1.0. the value of the objective finctiori ro be
Initially F = 0.5 can he tried then F andlor NP is increased niarimized cnlcrrlnted l q o sepornre firncriorr
if the population converges prematurely. A good first deJirncr.profir( J
choice for CR is 0. I . hut in general CR should he as large j b r i = I ro N P
as possible.
D E has been successfully applied in various fields.
Some of the successful applications of DE include: digital
. Ci = defiiricr.projir()
Firid oirt the vector wirh the mnximrmt projr i.e.
the besr vector-511 jar.
filter design (Storn, 19951, hatch fermentation process Cmax = C1 nrid best = I
(Chiou & Wang, 1999: Wang & Cheng. 1999). estimation .fori = 2 to N P
of heat transfer parameters in trickle bed reactor (Bahu & [ if(Ci> Cmax)
Sastry. 1999). optimal design of heat exchangers [Babu & rheri Cniiri = Ci mid besr = i }
Munawar, 2000: 2001). synthesis & optimization of heat Peforrii rimmriori. crossover. selection nrid
integrated distillation system [Bahu & Singh. 2000). er'aluation of rhe objecrive firncrion f o r a
optimization of an alkylation reaction [Babu & Gaurav. specified trriniber of geriernridns.
2000). scenario-integrated optimization of dynamic While (gerr < MAXGENJ
systems (Bahu & Gautam, ?Gill), optimization of non- [ f o r i = I to NP
linear functions (Babu & Angira, 2001a), optimization of I
thermal cracker operation (Bahu & Angira, 2001h), glohal For ench i'ecror Xi (rnrger vector), selecr three
optimization of MINLP problems (Bahu & Angira. distinct i8ecror.s Xa. XI] arid Xc fselect,five, f n ~ ~
2002a). optimization of non-linear chemical processes r'ecfordifSrrerices are IO be used) mtdonily froiii
(Rahu & Angira, 2002h), glohal Optimization of non- the curretrr populnriorr (primdry nrrci~lorher rharr
linear chemical engineering processes (Angira & Bahu, the vector Xi
2003). optimization of water pumping system (Bahu & do
{ r1 = random number * N P
Angira, 2003b), optimization of biomass pyrolysis (Babu
& Chaurasia, 2003), etc. Many engineering applications r2 = rnndorn nuniber * NP
using various evolutionary algorithms have heen reported i-3 = raridom riurnber * NP
in literature (Dasgupta & Michalewicz. 1997: Onwuholu 1 while
& Bahu. 2003). DE applications on Multi-objective (rI=i)OR(r2=i)OR(r~=i)OR(r-l =r2
optimization are scarce (Ahhass 2001: 2002). In this
study, D E is applied to two test problems of multi-
objective optimization and three test prohlmes of singlr-
. JOR(rZ=r3JOR(rl=r3J
Per+Jn71 crossoverfor ench rnrget i w r o r Xi u i r h
its rroi.sy wctcr Xr1.i nrid create n rrinl vecror,
objective optimization with hounds on variables. The Xr.;. The 11oi.sy \sector is creared by performing
results are compared with those obtained using CA. mirtatiori.
If C R = U iriherir all thc pnrameters front the
tnrger i'ecror Xi. excepr orre which
3 Pseudo Code for DE should hefroin Xri.i.
f o r binoriiinl cmssover
The pseudo code of DE used in the present study is given I p = rando!n riumber
below: forri=lroD
Choose n seedfiJr rhe r a n d m iiuniber gerierntor.
lif i p<CR J
Initialize the i~nlrres of D. NP, CR. F and Xn.i = Xa.i + F ( X 6,; - X c,i J
MAXGEN (ninsirn~migerieratioriJ. Xt.i = Xrr,i
Initialize all the vectors of rlie popirlnrion }else Xr.i = X i j
rondomly. The variable nre rrorriinlized wirhirr the
bouiidr. Herice geriernte a random tiumber
between 0 nrid I for nll the design wriab1e.s for
. 1
Again. the NP 110isy rnndoni vectors rhnr ore
gerrerated shorrld .snrisfi rhr corisrrnirir and rlie
initinlizarion. p e n a l n fiincriori .approach is followed n.s
f i r ; = I to NP nierttioited above.
2698
Prrfonii selection for each target vector, X i by violations take place more or less the same order of
coniporirig its profit with rliat of the rrinl vector, magnitude. they all can he simply added as the overall
Xt.1 ; whichever /ins the maxirnurii profit will constraint violation and thus only one penalty parameter r
survive for rhe nexf generation. will he needed to make the overall constraint violation, of
C1.i = defurict.proft(/ the same order as thc Objective function.
if(Cr,i > C i ) Here c is a constant set by the user. By changing the c
. i = Xt.i
I I ~ WX value, we can get different single optimum solutions by
else new Xi = Xi ) this program. Here the value of c can take any value
/*fori=ltoNP*/ between 6 to 3 because the maximum and minimum value
of second objective function is 6 and 3 as per maximizing
Print the results ( o f e r the stoppinp criterin is first ob.jective function. Then higher-level information is
met). used to decide a single value of c to end up with a single
optimal value of xland x2.
The stopping criteria may he oftwo kinds. One may he It is also important to note that for maximizing both
some convergence criterion that states that the error in the objective functions, x. value should take the maximum
minimum or maximum hetween two previous generations possible value (3.0). Le, by changing any 'c' value we
should he less than some specified value (standard should end up with x: value as 3.0.
deviation may he used). The other may he an upper hound
on the number of generations. The stopping criteria may
he a combination of the two as well. In the present study, 5 Test Problem-1 solved using Weighing
test problem-l is soloved uisng second critea. whereas the factor
test problem-2 is solved using the first criteria.
The above problem (Belegundu and Chandrupatla. 2002)
is also solved using weighing factor method. The weighted
4 Test Problem-1 solved using Penalty sum method scalarizes a set of objective into a single
function objective by premultiplying each objective with a user
supplies weight (Deb, 2001). This is the most widely used
This problem (Belegundu and Chandrupatla, 2002) has .classical and simplest approach. The value of the weight
two objective functions. One objective function is used as depends on the importance of the each objective in the
a constraint. Single optimal solution is obtained after 4 0 context of the problem. The weight of an objective is
iterations. Penalty Function Method (Deb, 2001; usually chosen in proportion to the objective's relative
Belegundu and Chandrupatla, 2002) is implemented to importance in the problem. Then a composite objective
handle the constraint using DE algorithm. function can he formed by summing the weighted
ohjective and the multiobjective optimization gives is then
4.1 Problem Statement converted to a single objective oplimization. It is a usual
Maximize 3x, + .xl + I practice to choose weights such that therir sum is one.
Maximize -.x + ?x? A set of pareto optimal solutions is obtained after 100
Subject to 0<x,5 3 , oix2<3 iterations. DE algorithm with Weighing Factor Method
4.2 Parameters Used (Deb, 2M)I) is used for this work.
Penalty parameter ( r ) = 4.0 5.1 Problem Statement
Numher of population points ( N P ) = 20 Maximize 3x, + x2+ 1
Number of Iterations = 10 Maximize -.x, + 2xl
DE Key Parameters: Subject to 05.r 33, 0<*!53
Scaling Factor ( F ) = 0.45
Cross-over Constant (CR) = 0.9 5.2 Parameters Used
Weighing factors: w , = 0.25; w 2= 0.75
4.3 Simulation Results Number of Population points ( N P ) = 20
A single optimum is found after 4 0 iterations. Number of Iterations = 100
x,= 1.875 DE Key Parameters:
xi = 3.0 Scaling Factor (F') = 0.45
4.4 Discussion Cross-over Constant (CR) = 0.9
In this problem second objective function is taken as a 5.3 Simulation Results
constraint and normalized as below: A set of Pareto optimum solutions is obtained after 100
.XI + ?x: 2 c iterations using differential evolution algorithm.
-x, + - c 2 0. Computer code is developed in C++ for this work. It
Normalizing constraints in the above manner has an will give the graphical display of Pareto optimum
additional advantage. Since all normalized constraint solutions in each iteration.
2699
5.4 Discussion is smaller than a specified limit 6ms5. With all of the above
The Penalty function method is simple and a single considerations. the following twn-objective optimisation
optimum is obtained. as one of the two objective functions problem is formulated as follows:
has been considered as a constraint (second Objective Minimizef,(d./) = p d U 4
function in the present case). The convergence is ohtained Minimizef,(d,I) = 6= 6 4 P I ' / ( 3 E d )
within 40 iterations.
< S,,
subjet to q,,,s
Pareto optimum set obtained 6 5 Jrn*\
after 100 iterations using DE whereas the maximum stress is calculated as follows:
= 32P//(nd')
om*>
6
where, E = Young's Modulus, GPa
2700
i t converged to a global optimum at the expense of DE were obtained to he the same. This also proves DE’S
computational time.. power and robustness.
270 I
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