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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 2 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 3 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 4
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