1. Constrained Evolutionary Optimization Yong Wang Associate Professor, PhD School of Information Science and Engineering, Central South University ywang@csu.edu.cn http://ist.csu.edu.cn/YongWang.htm The 1st Chinese Workshop on Evolutionary Computation and Learning

2. 2  Constrained Optimization Problems  Constraint-handling Techniques  Solving Constrained Optimization Problems by Evolutionary Algorithms  Dynamic Constrained Optimization Problems  Conclusion Outline of My Talk

3. 3  Constrained Optimization Problems  Constraint-handling Techniques  Solving Constrained Optimization Problems by Evolutionary Algorithms  Dynamic Constrained Optimization Problems  Conclusion Outline of My Talk

4. 4 Constrained Optimization Problems (1/2) The constrained optimization problems (COPs) can be formulated as follows: minimize subject to The degree of constraint violation of an individual on the jth constraint is defined as: The degree of constraint violation of the individual : inequality constraints equality constraints a positive tolerance value for equality constraints

5. 5 Constrained Optimization Problems (2/2) An example search space and feasible region Remark: the purposes of solving COPs 1) Approach the feasible region promptly 2) Find the optimal solution the optimal solution

6. 6  Constrained Optimization Problems  Constraint-handling Techniques  Solving Constrained Optimization Problems by Evolutionary Algorithms  Dynamic Constrained Optimization Problems  Conclusion Outline of My Talk

7. 7 Constraint-handling Techniques (1/2) Methods based on penalty functions Methods based on preference of feasible solutions over infeasible solutions Methods based on multiobjective optimization concepts handling objective function and constraints separately penalty factors handling objective function and constraints simultaneously

8. 8 Constraint-handling Techniques (2/2) –The main aim of constrain-handling techniques is to determine the criterion to compare the individuals in the parent and offspring populations. –The core of constraint-handling techniques is to make a tradeoff between objective function and constraint violation Constraint Violation Objective Function

9. 9  Constrained Optimization Problems  Constraint-handling Techniques  Solving Constrained Optimization Problems by Evolutionary Algorithms  Dynamic Constrained Optimization Problems  Conclusion Outline of My Talk

10. 10 Our Main Work We have developed several methods –CW and CMODE –HCOEA and DyHF –ATM and (μ+λ)-CDE

11. 11 CW (1/4) Motivation –The current constrain-handling techniques usually employ a biased comparison criterion The main idea Z. Cai and Y. Wang, “A multiobjective optimization-based evolutionary algorithm for constrained optimization.” IEEE Transactions on Evolutionary Computation, vol. 10, no. 6, pp. 658-675, 2006. Multiobjective optimization techniques can be used to solve the transformed biobjective optimization problem

12. 12 CW (2/4) The difference between and the general multi-objective optimization problems – would retrogress into a single objective optimization problem within the feasible region (because in this case ) Graph representation of

13. 13 CW (3/4) “. ” denotes the parent “^” denotes the offspring “o” denotes the nondominated individual in the offspring population ≤ ≤ < Pareto dominates

14. CW (4/4) Archiving the Replacement The advantage of archiving and replacement 14 The infeasible solution with the lowest degree of constraint violation at each generation an individual Arc pop

15. -15- CMODE (1/4) Motivation –CW includes some problem-dependent control parameters, such as the population size and the expanding factor in simplex crossover The main ideas –Use differential evolution (DE) to generate new solutions –A novel infeasible solution replacement mechanism Y. Wang and Z. Cai, “Combining multiobjective optimization with differential evolution to solve constrained optimization problems,” IEEE Transactions on Evolutionary Computation, vol. 16, no. 1, pp. 117-134, 2012.

16. CMODE (2/4) The infeasible solution replacement mechanism 16 the deterministic replacement the random replacement pop Arc pop Arc Aim: enhance the feasibility and diversity of the population simultaneously Aim: enhance the quality and feasibility of the population simultaneously

17. -17- CMODE (3/4) the deterministic replacement –the strength value –the rank value –the rank value based on the degree of constraint violations –the final fitness function

18. (): -18- CMODE (4/4) An example of the deterministic replacement these five individuals will be replaced []:

19. 19 HCOEA (1/3) Motivation –COEAs can be generalized as constrain-handling techniques plus EAs, i.e., a proper constraint-handling technique needs to be considered in conjunction with an appropriate search algorithm The main ideas –HCOEA adopts multiobjective optimization techniques to handle constraints –HCOEA combines the global and local search models Y. Wang, Z. Cai, G. Guo, and Y. Zhou, “Multiobjective optimization and hybrid evolutionary algorithm to solve constrained optimization problems.” IEEE Transactions on Systems, Man and Cybernetics, Part B: Cybernetics, vol. 37, no. 3, pp. 560-575, 2007.

20. 20 HCOEA (2/3) The local search model Schematic diagram to illustrate the local search model

21. HCOEA (3/3) The implementation of the local search model 21 the best infeasible individual one subpopulation G f population G f a parent an offspring Pareto dominance randomly replace

22. -22- DyHF (1/2) Motivation –At different stages of evolution, different probabilities for the local and global search may be required to achieve the best performance. Main Idea –Makes use of differential evolution (DE) to generate the offspring population during both the global and local search models –Dynamically implement the global and local search models Y. Wang and Z. Cai. “A dynamic hybrid framework for constrained evolutionary optimization,” IEEE Transactions on Systems, Man and Cybernetics, Part B: Cybernetics, vol. 42, no. 1, pp. 203-217, 2012.

23. -23- DyHF (2/2) Dynamic implement the global and local search models If rand<(NP-NF)/NP, rand is a uniformly distributed random number between 0 and 1, NF denotes the number of feasible solutions Implement the local search model Else Implement the global search model End If

24. 24 ATM (1/5) Motivation –During the evolutionary process, the population may inevitably experience the following three situations: The infeasible situation: the population contains only infeasible solutions The semi-feasible situation: the population consists of a combination of feasible and infeasible solutions The feasible situation: the population is entirely composed of feasible solutions Main idea –ATM (Adaptive Tradeoff Model) designs one tradeoff strategy for one situation (divide and conquer) Y. Wang, Z. Cai, Y. Zhou and W. Zeng, “An adaptive tradeoff model for constrained evolutionary optimization,” IEEE Transactions on Evolutionary Computation, vol. 12, no. 1, pp. 80-93, 2008.

25. 25 ATM (2/5) The tradeoff strategy for the infeasible situation The left figure The right figure

26. 26 ATM (3/5) The tradeoff strategy for the semi-feasible situation –The population Z is divided into the feasible group Z 1 and the infeasible group Z 2, according to the feasibility of each individual: –The best and worst feasible solutions are found by the following equations –The converted objective function has the following form: where is the feasibility proportion of the last population

27. 27 ATM (4/5) The tradeoff strategy for the semi-feasible situation –Each objective function value is then normalized: –Similarly, the constraint violations can be normalized according to: –A final fitness function is obtained by adding the normalized objective function and constraint violations together:

28. 28 ATM (5/5) The tradeoff strategy for the feasible situation –In this case, the comparisons of individuals are based only on their objective function values, since the evolution of this phase is totally equivalent to that of unconstrained optimization.

29. (μ+λ)-CDE (1/5) Motivation –ATM uses a simple (μ,λ)-ES as the search engine Main idea –(μ+λ)-DE is adopted as the search engine –An improved ATM serves as the constraint-handling technique 29 Y. Wang and Z. Cai, “Constrained evolutionary optimization by means of (μ+λ)-differential evolution and improved adaptive trade-off model.” Evolutionary Computation, vol. 19, no. 2, pp. 249-285, 2011.

30. (μ+λ)-CDE (2/5) (μ+λ)-DE 30 μ parents λ offsprings μ individuals with higher quality In order to enhance the search ability, current-to-best/1 has been improved in (μ+λ)-DE

31. (μ+λ)-CDE (3/5) We employ two criteria to compute the degree of constraint violation of an individual –The different constraint violations have largely different scales –The differences among the constraints may not be significant 31

32. (μ+λ)-CDE (4/5) Improved ATM: the infeasible situation 32 PtPt QtQt P temp P t+1

33. (μ+λ)-CDE (5/5) Improved ATM: the semi-feasible situation –The same with ATM except that the final fitness function is obtained by the following equation: Improved ATM: the feasible situation –The same with ATM 33

34. 34  Constrained Optimization Problems  Constraint-handling Techniques  Solving Constrained Optimization Problems by Evolutionary Algorithms  Dynamic Constrained Optimization Problems  Conclusion Outline of My Talk

35. Dynamic Constrained Optimization Problems (1/4) 56 practical dynamic optimization problems chosen from the papers published from 2006 to 2008 by Dr. T. T. Nguyen 35 T. T. Nguyen. Continuous dynamic optimisation using evolutionary algorithms. Ph.D. dissertation, School of Computer Science, University of Birmingham, 2011. 29 dynamic combinational applications 73% applications are dynamic constrained optimization problems

36. Dynamic Constrained Optimization Problems (2/4) 56 practical dynamic optimization problems chosen from the papers published from 2006 to 2008 by Dr. T. T. Nguyen 36 T. T. Nguyen. Continuous dynamic optimisation using evolutionary algorithms. Ph.D. dissertation, School of Computer Science, University of Birmingham, 2011. 27 dynamic continuous applications 74% applications are dynamic constrained optimization problems

37. Dynamic Constrained Optimization Problems (3/4) The dynamic constrained optimization Problems (DCOPs) can be formulated as follows: The characteristics of DCOPs –Dynamic unconstrained optimization –Static constrained optimization 37 objective function inequality constraint equality constraint

38. Dynamic Constrained Optimization Problems (4/4) DCOPs can be divided into three categories –Objective function is dynamic and constraints are static –Objective function is static and constraints are dynamic –Both objective function and constraints are dynamic 38

39. Evolutionary Algorithms for DCOPs (1/4) Evolutionary algorithms (EAs) for dynamic unconstrained optimization in the last twenty years –Introducing/Maintaining diversity –Memory –Multipopulation –… Evolutionary algorithms (EAs) for statics constrained optimization in the last twenty years –Penalty –Preferring feasible solutions to infeasible solutions –Multiobjectivization –… 39

40. Evolutionary Algorithms for DCOPs (2/4) However, very few attempts have been made to investigate EAs for DCOPs (nearly 10 papers in Journals and Conferences) Therefore, solving DCOPs by EAs is in its infant stage Maybe, it will become one of the hot topics in evolutionary computation community rapidly 40 T. T. Nguyen and X. Yao, Continuous dynamic constrained optimization—The challenges, IEEE Transactions on Evolutionary Computation, vol. 16, no. 6, 769-786, 2012.

41. Evolutionary Algorithms for DCOPs (3/4) The hypothesis: the change of the environment is not totally random The main aim of solving DCOPs by EAs –To find the feasible optimal solution in the current environment as soon as possible –To track the feasible optimal solution in the next environment 41

42. Evolutionary Algorithms for DCOPs (4/4) The issues when solving DCOPs by EAs –Test functions The current test functions are too simple and not scalable –Change detection mechanisms Only the best individual is used for change detection –Approaches About three simple approaches –Performance indicators Online/offline error 42

43. 43  Constrained Optimization Problems  Constraint-handling Techniques  Solving Constrained Optimization Problems by Evolutionary Algorithms  Dynamic Constrained Optimization Problems  Conclusion Outline of My Talk

44. Conclusion We have proposed several methods for solving constrained optimization problems We have proposed a set of dynamic constrained optimization test functions 44