Abstract
Genetic algorithms (GAs), which are directed stochastic hill climbing algorithms, are a commonly used optimization technique and are generally applied to single criterion optimization problems with fairly complex solution landscapes. There has been some attempts to apply GA to multicriteria optimization problems. The GA selection mechanism is typically dependent on a single-valued objective function and so no general methods to solve multicriteria optimization problems have been developed so far. In this paper, a new method of transformation of the multiple criteria problem into a single-criterion problem is presented. The problem of transformation brings about the need for the introduction of thePareto set estimation method to perform the multicriteria optimization using GAs. From a given solution set, which is the population of a certain generation of the GA, the Pareto set is found. The fitness of population members in the next GA generation is calculated by a distance metric with a reference to the Pareto set of the previous generation. As we are unable to combine the objectives in some way, we resort to this distance metric in the positive Pareto space of the previous solutions, as the fitness of the current solutions. This new GA-based multicriteria optimization method is proposed here, and it is capable of handling any generally formulated multicriteria optimization problem. The main idea of the method is described in detail in this paper along with a detailed numerical example. Preliminary computer generated results show that our approach produces better, and far more Pareto solutions, than plain stochastic optimization methods.
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Osyczka, A., Kundu, S. A new method to solve generalized multicriteria optimization problems using the simple genetic algorithm. Structural Optimization 10, 94–99 (1995). https://doi.org/10.1007/BF01743536
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DOI: https://doi.org/10.1007/BF01743536