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Lecture 9:
Multi-Objective
Optimization
Suggested reading: K. Deb, Multi-Objective Optimization using Evolutionary
Algorithms, John Wiley & Sons, Inc., 2001
Multi-Objective Optimization
Problems (MOOP)
Involve more than one objective function that
are to be minimized or maximized
Answer is set of solutions that define the best
tradeoff between competing objectives
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General Form of MOOP
Mathematically
min/max fm(x), m=1, 2,L,M
subject to gj(x)≥0, j =1, 2,L,J
h (x) = 0, k =1, 2,L,K
k
x(L) ≤ x ≤ x(U), i =1, 2,L,n
i i i
lower upper
bound bound
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Dominance
In the single-objective optimization problem,
the superiority of a solution over other
solutions is easily determined by comparing
their objective function values
In multi-objective optimization problem, the
goodness of a solution is determined by the
dominance
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