Unit 3 - Multiobjective Optimization
Unit 3 - Multiobjective Optimization
Multi-Objective Optimization
maximized
• Answer is set of solutions that define the best tradeoff between competing
objectives
Multi-Objective Optimization Problems (MOOP)
There are three components in any optimization problem:
F: Objectives
minimize (maximize) fi (x1, x2,· · · ,xn), i = 1,2,· · · ,m
S: Constraints
Subject to
gj (x1, x2,· · · ,xn), ROPj Cj , j = 1,2,· · · ,l
V: Design variables
xk ROPk dk , k = 1,2,· · · ,n
Multi-Objective Optimization Problems (MOOP)
Project Scheduling
Objectives:
•Minimize total project duration (makes clients happy).
•Minimize total cost (labor, equipment, materials).
•Maximize resource utilization (avoid idle time).
Choosing between faster but expensive contractors vs. slower, cheaper ones.
Multi-Objective Optimization Problems (MOOP)
Equipment Allocation
Objectives:
•Minimize operational cost of equipment.
•Maximize equipment productivity.
•Minimize idle time.
Example: Assigning teams to tasks based on experience, availability, and skill level.
Multi-Objective Optimization Problems (MOOP)
Let us consider, without loss of generality, a multi-objective optimization problem
with n decision variables and m objective functions
where
Here :
x is called decision vector y is called an objective vector
X is called a decision space Y is called an objective space
Decision Space and Objective Space
3 2
1
1
Thus, solving a MOOP implies to search for x in the decision space (X ) for
an optimum vector (y ) in the objective space (Y ).
Decision Space and Objective Space
3 2
1
1
Plan Generation:
Plan generation refers to the process of producing a set of
feasible solutions (or "plans") that help decision-makers choose
among different trade-offs between conflicting objectives.
Plan generation is the step where multiple alternative solutions
(each representing a plan) are generated, typically forming the
Pareto front. These plans provide options for the decision-maker
to evaluate and select from, based on preferences or external
constraints.
Plan Generation Methods
1. Weightage method
2. Constraint Method
Weightage Method
Weighted Sum Method
Weighted Sum Method (Convex Case)
Weighted Sum Method (Non-Convex Case)
Weighted Sum Method
2.2. Evaluation: Each solution is evaluated based on its performance across all
objectives (fuel efficiency, performance, and cost).
Non-Dominated Sorting:
Solutions are sorted based on whether they are dominated by other solutions. A
solution is dominated if there exists another solution that performs at least as well
in all objectives and better in at least one objective.
Pareto Front:
The non-dominated solutions form the Pareto front, which represents the optimal
trade-off between the objectives.
Iteration:
Steps 2-7 are repeated for several generations until a satisfactory Pareto front is
found.
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