Multi-objective Optimization using

Evolutionary Algorithms

Progress report by

Peter Dueholm Justesen

Department of Computer Science

University of Aarhus
Denmark

January 13, 2009

Supervisors: Christian N. S. Pedersen and Rasmus K. Ursem

Abstract
This is a progress report describing my research during the last one and a half year,
performed during part A of my Ph.D. study. The research field is multi-objective
optimization using evolutionary algorithms, and the reseach has taken place in a
collaboration with Aarhus Univerity, Grundfos and the Alexandra Institute.
My research so far has been focused on two main areas, i) multi-objective evo-
lutionary algorithms (MOEAs) with different variation operators, and ii) decreasing
the cardinality of the resulting population of MOEAs. The outcome of the former
is a comparative analysis of MOEA versions using different variation operators on a
suite of test problems. The latter area has given rise to both a new branch of multi-
objective optimization (MOO) called MODCO (Multi-Objective Distinct Candidates
Optimization) and a new MOEA which makes it possible for the user to directly set
the cardinality of the resulting set of solutions. To motivate and cover my previous
and future work, the progress report is divided into three main parts:

1. Introduction to the research area

2. The contributions made by this author

3. Future work

Peter Dueholm Justesen

Aarhus University

i
Table of contents
1 Introduction 1
1.1 Main concepts of multi-objective optimization . . . . . . . . . . . . . . 1
1.2 Multi-objective optimization using evolutionary algorithms . . . . . . . 3
1.2.1 The history of multi-objective evolutionary algorithms . . . . . 4
1.2.2 Goals of multi-objective evolutionary algorithms . . . . . . . . . 5
1.2.3 Basic operators of multi-objective evolutionary algorithms . . . 6

2 Contributions 8
2.1 Genetic algorithms versus Differential Evolution . . . . . . . . . . . . . 8
2.1.1 Content and ideas . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.1.2 Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.1.3 Evaluation and discussion . . . . . . . . . . . . . . . . . . . . . 13
2.1.4 Future work . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.2 Multiobjective Distinct Candidate Optimization . . . . . . . . . . . . . 14
2.2.1 Introduction, arguments and goals . . . . . . . . . . . . . . . . . 14
2.2.2 Evaluation and discussion . . . . . . . . . . . . . . . . . . . . . 17
2.2.3 Future work . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.3 Cluster-Forming Differential Evolution . . . . . . . . . . . . . . . . . . 17
2.3.1 Content and ideas . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.3.2 Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.3.3 Evaluation and discussion . . . . . . . . . . . . . . . . . . . . . 25

3 Future work 26
3.1 Testing MODCO algorithms on Grundfos problems . . . . . . . . . . . 26
3.1.1 Constrained problems . . . . . . . . . . . . . . . . . . . . . . . 27
3.1.2 Many-objective optimization . . . . . . . . . . . . . . . . . . . . 27
3.1.3 The effect of changing MODCO parameters . . . . . . . . . . . 28
3.1.4 A more efficient search? . . . . . . . . . . . . . . . . . . . . . . 28
3.2 Inventing performance indices . . . . . . . . . . . . . . . . . . . . . . . 29
3.3 Inventing alternate MODCO algorithms . . . . . . . . . . . . . . . . . 30
3.4 Relevant conferences and journals . . . . . . . . . . . . . . . . . . . . . 31

List of figures 32

List of algorithms 32

References 32

ii
1 Introduction
This section will introduce the main concepts of multi-objective optimization, as well
as motivate the use of evolutionary algorithms for this.
Multi-objective problems are problems with two or more, usually conflicting, objec-
tives. The main difference from single-objective optimization is that a multi-objective
problem does not have one single optimal solution, but instead has a set of optimal
solutions, where each represents a trade-off between objectives.
At Grundfos, a danish company manufacturing pumps, an example of a multi-
objective problem is that of designing centrifugal pumps. The designs of centrifugal
pumps are complex, and each design lead to a different efficiency rate and produc-
tion price. Grundfos is naturally interested in making their pumps have maximum
efficiency, which may be measured as the throughput of water per second. However,
Grundfos do not want the pumps to cost too much to manufacture and sell, so at
the same time they want to minimize the production cost. Typically, increasing the
efficiency of a pump will also increase the production cost. This way optimal pump
designs will have trade-off between cost and efficiency, ranging from maximum effi-
ciency at maximum cost to minimum efficiency at minimum cost. However, finding
the optimal designs is not easy, and the task calls for optimization procedures.
A way to avoid the complexities of multi-objective optimization is to convert the
multi-objective problem into a single-objective problem by assigning weights to the
different objectives, calculating a single fitness value. The major problem with this
weighted sum approach, is that it is subjective, as it ultimately leaves it to a deci-
sion maker (DM) to assign weights according to the subjective importance of the
corresponding objectives. The approach further assumes that the DM has a priori
knowledge of the importance of the different objectives, which is often hard or impos-
sible to come by. The objective approach uses Pareto compliant ranking of solutions,
as explained in the following section. This approach favours solutions which are better
in a true, multi-objective sense. Only the latter approach has been investigated in my
work, as this makes no assumptions and does not rely on higher level knowledge.

1.1 Main concepts of multi-objective optimization

The primary concept of multi-objective optimization, is the multi-objective problem
having several functions to be optimized (maximized or minimized) by the solution
x, along with different constraints to satisfy, as seen in Equation 1.
x is a vector of decision variables: x = (x1 , x2 , ..., xn )T , where each decision variable
xi ∈ R is bounded by the lower bound xLi and the upper bound xUi . These bounds
constitute the decision variable space or simply the decision space D, and the M
objective functions fm (x) define a mapping from D to the objective space Z. The
surjective mapping is between the n-dimensional solution vectors x ∈ D and the m-
dimensional objective vectors fm (x) ∈ Z, such that each x ∈ D corresponds to one
point y ∈ Z, as illustrated in figure 1.

1
 The problem may be constrained, so Equation 1 also shows J inequality and K
equality constraints. Solutions satisfying these constraints are feasible, and belong to
the feasible part of the decision space; SD ⊂ D which the constraint functions map to
the feasible part of objective space SZ ⊂ Z.

Minimize/Maximize fm (x), m = 1, 2, ..., M ;

Subject to gj (x) ≥ 0, j = 1, 2, ..., J;
(1)
hk (x) = 0, k = 1, 2, ..., K;
xLi ≤ xi ≤ xUi , i = 1, 2, ..., N ;

The transition from single-objective to multi-objective optimization problems intro-

duce a challenge in comparison of solutions, since performance is then a vector of ob-
jective values instead of a single scalar. The concept of Pareto dominance addresses
this issue, enabling comparison of solutions. We say that a solution x dominates
solution y, written x ≺ y, if and only if the following two conditions hold: 1) The
solution x is no worse than solution y in all objectives. 2) The solution x is better
than y on at least one objective. Formally, assuming minimization on all objectives:

fm (x) ≤ fm (y)∀m ∧ ∃i : fi (x) < fi (y) (2)

This definition entails that the dominating solution is, in a true multi-objective
sense, the better choice. The dominance relation allows for Pareto based ranking,
ranking solutions according to how dominating they are wrt. a domination based
comparison to other solutions. Other performance indicators should assign the best
value to the most dominating solutions; such indicators are called Pareto compliant,
in contrast to the weighted sum approach described above.
The binary dominance relation presented above is transitive, asymmetric and non-
reflexive, in short meaning that if x ≺ y and y ≺ z, then x ≺ z, if x ≺ y then y
⊀ x, and that x ⊀ x. However, several relations between solutions exist. A list of
the most commonly used relations between solutions, the corresponding notation and
formal interpretation is presented in Table 1, listed according to strictness imposed.

relation notation interpretation

strictly dominates x ≺≺ y fm (x) < fm (y)∀m
dominates x≺y fm (x) ≤ fm (y)∀m
∧∃i : fi (x) < fi (y)
weakly dominates xy fm (x) ≤ fm (y)∀m
incomparable xky ¬(x  y) ∧ ¬(y  x)
indifferent x∼y fm (x) = fm (y) ∀m

Table 1: Solution relations - assuming minimization on all objectives

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 From the definition of dominance, several other important definitions can be de-
rived. When optimizing, we are interested in locating the non-dominated set of solu-
tions. Among a set of solutions P , the non-dominated set of solutions P 0 are those
that are not dominated by any other member of the set P .
Correspondingly, we define the globally Pareto-optimal set as the non-dominated
set of the entire feasible search space S ∈ D. This is also referred to simply as the
Pareto-optimal set, and our goal using multi-objective optimizers is to approximate
this set. In objective space, the mapping from the Pareto-optimal set is denoted the
true Pareto-optimal front or simply the true Pareto front. See figure 1 for illustration.

Figure 1: Mapping from decision space to objective space - assuming maximization

1.2 Multi-objective optimization using evolutionary algorithms

One way to perform multi-objective optimization is by using an evolutionary algorithm
(EA). Evolutionary algorithms are optimizers inspired by Darwenian evolution, and
with this the concept of survival of the fittest. In an EA, solutions to a given problem
is considered individuals of a population, where the fitness of individuals are given by
how good they solve the problem at hand. In the population individuals may mate
to create offspring, which makes parents and offspring compete for inclusion in the
next generation. As only the most fit will survive this fight, the full population is
improving iteratively in each passing generation.
More formally, the strength of EAs comes from their use of a set of solutions,
not only improving on a single solution. This makes it possible to combine several
(good) solutions, when creating a new one. An EA is actually a stochastic meta-
heuristic, i.e. a general optimization method, basing itself on probabilistic operators.
Thus, contrary to deterministic algorithms, EAs may produce different results from
different runs.

3
 The greatest difference between single-objective EAs and multi-objective EAs
(MOEAs), is that for single-objective optimization, it is simple to return the most
optimal solution in a population, as scalar based evaluation automatically implies a
total order on solutions. For MOEAs, the situation is very different. Due to the higher
dimensionality of the objective space, all resulting individuals of the population may
be incomparable to each other, each representing an optimal trade-off between ob-
jectives. That is, the result of running a MOEA is typically a set of non-dominated
solutions. From this result set, it is up to the decision maker to find out which
solution(s) to realise. The full process is illustrated in figure 2.

Multi−objective optimization problem

Minimize F1
Minimize F2
...
Minimize Fn
Subject to constraints

IDEAL
Multi−objective optimizer Step 1: Optimization

Multiple candidate solutions Chosen trade−off solution

on true Pareto front

Higher−level information
on all candidate solutions

Step 2: Decision making

Figure 2: Multi-objective optimization process

1.2.1 The history of multi-objective evolutionary algorithms

Here, we present a brief historic view of some of the algorithms that has been used in
the work of this author. Where single-objective EAs has been extensively researched
for many years now, the field of MOEAs is relatively new. Here, we consider only
algorithms, which in some way incorporates the elitism concept, which ensures that
the number of non-dominating individuals in the population can only increase.
The first, very popular elitist genetic algorithm for multi-objective optimization
was the Non-dominated Sorting Genetic Algorithm; NSGA-II, created by Deb et al
and published in 2000 [5]. This was the first MOEA, which further incorporated a
diversity preserving mechanism, to ensure population diversity. Another elitist genetic
algorithm, also incorporating a density measure, was the Strength Pareto Evolutionary
Algorithm; SPEA2, created by Zitzler et al and published in 2001 [7]. Both of these
algorithms were shown to solve 2D problems very efficiently [5; 6; 7].

4
 Later, an old idea made its way to the field of MOEAs. Differential Evolution is
an alternative way of varying EA individuals based on vector difference, which was
published in 1997 by Price and Storn [8]. The approach was adopted in a number
of MOEAs, where we will consider only the most relevant to this research. Recently,
Robič and Filipič combined NSGA-II and SPEA-2 selection with the Differential Evo-
lution (DE) scheme for solution reproduction to create DEMO (DEMO: Differential
Evolution for Multi-objective Optimization). The DE-based MOEAs were named
DEMON SII and DEMOSP 2 , and these have been shown to outperform both NSGA-II
and SPEA2 [9; 10].
As MOEAs have become increasingly popular over the last decade, it has been
noted that the cardinality of the resulting populations of MOEAs is often too high for
decision makers to make their final choice of candidate solutions. One way of dealing
with this problem is by applying clustering, such that solutions within the same area
of the objective space are reported as a single solution. Very recently, Knowles and
Handl have suggested clustering by k-means (MOCK) [16], where solutions are being
assigned clusters after an optimization run. Alternatively, this author and fellow
researcher have suggested an approach for optimizing distinct candidates (MODCO)
[2] during the run. The main difference in these approaches besides when applied is
that in MODCO, the user directly sets the number of returned solutions, whereas the
number of clusters are automatically determined using MOCK.
In general, decreasing the result cardinality introduce some interesting options wrt.
decreasing the population size along with the number of generations performed. Fur-
thermore, this drastically decreases the amount of post-processing of results needed,
as will be discussed later in this report.

1.2.2 Goals of multi-objective evolutionary algorithms

As stated above, the goal of a multi-objective evolutionary algorithm, is to approxi-
mate the Pareto-optimal set of solutions. However, this goal is often subdivided into
the following three goals for the resulting population of a MOEA:

1. Closeness towards the true Pareto-front

2. An even distribution among solutions

3. A high spread of solutions

First, we want all of our solutions to be as optimal as possible by making them

get as close to the true Pareto front as possible, where closeness is measured as
Euclidian distance in objective space. As most problems solved by MOEAs are NP-
complete combinatorial problems, there is no way of “guessing” the decision vector
mapping to some good point in objective space. MOEAs select the most dominating
(or most non-dominated) individuals for survival to drive the population towards the

5
true Pareto front, since these must be closest to it. Optimally, all returned solutions
from a MOEA lie on the true Pareto front.
The second goal of MOEAs is to cover as much of the Pareto front as possible, and
this goal is very specific to multi-objective optimization. Having an even distribution
of solutions on the Pareto front ensures a diverse set of trade-offs between objectives.
Having a set of solutions all equidistant to their nearest neighbour provides the DM
with an overview of the Pareto front, while also making the final selection possible,
based on the range of trade-offs between objectives represented by the population, as
illustrated in figure 2.
The third goal is very connected to the second. Having a high spread means to
have a high distance between the extreme solutions in objective space, and as before,
this is to ensure coverage of the Pareto front. Ensuring population diversity is most
often done by applying a density or crowding measure which penalise individuals, that
are close to each other in objective space. Such measure also ensures a high spread,
since it will force the full population to spread as far as possible.
From an application point of view, the first goal is by far the most important,
since it directly determines how optimal the returned solutions are. The second goal
is important, but not crucial, since most often only a few solutions from the final
population will be chosen for further investigation. Finally, the third goal is practically
irrelevant, since extreme solutions are rarely, if ever, implemented in reality.
To pursue the three goals, traditional MOEAs employ two mechanisms directly
meant to promote Pareto-front convergence and a good solution distribution. The
first mechanism is elitism, which ensures that solutions closest to the true Pareto-
front will never be eliminated from the population under evolution, i.e. the number
of non-dominated solutions in the population can only increase. The second is a
measure of crowding or density among solutions, a secondary fitness which is often
incorporated into the Pareto-rank to form a single, final fitness.

1.2.3 Basic operators of multi-objective evolutionary algorithms

Here, we briefly introduce the MOEA operators, such that we have an overall idea
of their purpose before introducing more concrete mechanisms. The operators are
applied iteratively until some pre-determined termination criterion is met, usually
depending on the number of function evaluations performed, as this is where the
main computational effort is spend. This is however depending on the population size
N , the dimensionality of the problem M , and the number of generations performed;
T . It is usual to create one new offspring per parent, such that M × N × T function
evaluations are performed in T generations. The basic operators used by MOEAs are:

• Evaluation

• Selection

• Variation

6
 Evaluation is typically based on the dominance relation, as described above. It
is intended to give an indication of the level of dominance for each individual by as-
signing a Pareto-rank, which bases itself on the number of other individuals in the
population that are dominated by the individual in question. This ranking must be
Pareto-compliant. Depending on which method used for Pareto ranking, it can be
more or less graded. Traditional MOEAs further incorporate a second fitness crite-
rion when assigning the final fitness, in order to induce a total order on the quality
of individuals before selection. Evaluation is performed in objective space, and is
depending on the objective functions, which again are problem dependent.

Selection comes in two variants, and often base itself on the fitness assigned dur-
ing evaluation. The first selection to be applied, is called mating selection or sexual
selection, where it is decided which individuals of the current generation get to mate
and spawn offspring. This selection is often random or may include all individuals,
in order to give all current generation individuals an equal chance to mate. Envi-
ronmental selection is applied after variation is performed, by applying the famous
rule of survival of the fittest, such that only the best of the combined set of parents
and offspring survive to the next generation. This typically truncates the expanded
population to its original size. Both kinds of selection are performed in objective space.

Variation is applied after mating selection to the individuals, who were selected
for mating. These individuals then get to create offspring, which are a variation of
its parents. Here, two variation operators are typically applied; mutation and recom-
bination. Mutation is intended to cause only small changes in the offspring, whereas
the recombination operator makes it possible to retain good parts of several parents
in the offspring. In general, we say that mutation enhances exploitation, whereas
recombination enhances exploration of the search space. Common for all variation
operators, is that they are applied in decision space.

Mating
Selection

Evaluation Variation

Environmental
Selection

Figure 3: Multi-Objective Evolutionary Algorithm main loop

7
2 Contributions
This section is devoted to the contributions made by this author and affiliates. To a
large part, my research so far has been focused on two main areas:
• Genetic algorithms versus Differential Evolution
• Multi-objective Distinct Candidate Optimization (MODCO)
We will go through these areas, first introducing the relevant articles submitted
for conferences in the MOEA society. We then go through the contributions with the
following taxonomy:
1. Content and ideas
2. Results
3. Evaluation and discussion
4. Future work
The content and idea section is intended to present the content and general ideas
expressed in the contribution, while the results section will present results, both in the
form of data and in the form of implemented algorithms or operators. Evaluation and
discussion is concerned with evaluating and discussing the contribution wrt. related
research, and finally the section on future work intends to sketch future investigations.

2.1 Genetic algorithms versus Differential Evolution

The article “Introducing the Strength Pareto Differential Evolution 2 (SPDE2) Algo-
rithm - A Novel DE Based Approach for Multiobjective optimization” [1] was submit-
ted for the Parallel Problem Solving from Nature (PPSN) conference in may, 2008,
but was rejected. The article was an investigation of the difference in performance
between genetic algorithms and Differential Evolution, and introduces the idea of us-
ing SPEA2 ranking and truncation with Differential Evolution as the variation and
selection operator in a MOEA.

2.1.1 Content and ideas

EAs using variation operators that most often causes only small changes from parents
to offspring are called genetic algorithms, for historical reasons. Another branch of
EAs are differential evolution algorithms. The difference in the two kinds of algorithms
lies in their way of applying mating selection and variation, along with an enhanced
elitism concept in DE. The main idea of the contribution was to compare two popular
multiobjective genetic algorithms (MOGAs); NSGA-II and SPEA2 with their DE-
enhanced counterparts. Here, we go through the main algorithmic differences, before
introducing the concrete algorithms implemented and tested; NSGA-II [5; 6], SPEA2
[7] and the DEMO versions [9; 10].

8
Genetic algorithms Using genetic algorithms, parents are stochastically selected
and copied to an offspring vector, and are then subject to recombination and mutation
operators in order to form offspring. After this, parents and offspring are joined in one
population, subject to truncation by environmental selection based on fitness. This
is illustrated in figure 4, where it may be noted that the population size always varies
from 2N to N during truncation.
Evaluation

Variation

Mating selection

Environmental selection

Figure 4: Genetic algorithm

Differential Evolution Using Differential Evolution [8], we use vector differences

to create offspring, using several individuals to create a new candidate offspring to
compete against its parent. All individuals of the population are tried out as parents,
generating one offspring each. The DE offspring creation algorithm is depicted in
Algorithm 1.

Algorithm 1 Differential Evolution

Require: Parent Pi , crossover factor CF , scaling factor F .
Ensure: Offspring C.
1: Randomly select three individuals Pi1 , Pi2 , Pi3 from population P , where i, i1 , i2
and i3 are pairwise different.
2: Calculate offspring C as C = Pi1 + F · (Pi2 − Pi3 ).
3: Modify offspring C by binary crossover with the parent Pi using crossover factor
CF .

Another mayor difference using Differential Evolution, is that DE enhances elitism

by applying further rules after having created the candidate offspring. These rules
makes the population size vary from N up to 2N before truncation, as can be seen in
figure 5.

9
 Given parent x spawning offspring y, the elitist rules are:

• If y ≺ x, x is replaced with y.

• If y k x, y is added to the population, as it is then possibly globally non-

dominated. This is revealed during the competition with the parent part during
environmental selection.

• If x ≺ y, y is discarded.

Evaluation

Differential evolution Incomparable offspring

Replaced by dominant offspring

Environmental selection

Figure 5: Differential Evolution

NSGA-II The elitism mechanism in NSGA-II [5; 6] is based on non-dominated

sorting of the current population Pt . For each individual ∈ Pt , non-dominated sorting
assigns a non-dominated rank equal to the non-dominated front label, which is used to
group the individuals into fronts. Here, the first front1 consists of the populations non-
dominated solutions, the next front consists of solutions dominated only by the first
front and so on. Different ways of performing non-dominated sorting are described in
[6].
The density measure in NSGA-II is called crowding-sort, and gives an indication
of the degree of any solutions distance to its nearest neighbours wrt. the M different
objectives. The crowding measure assigned to individual i is the average side length of
the cuboid given by its nearest neighbours in M dimensions, normalized with respect
to the maximal and minimal function value of the respective objectives.
1
Where all individuals are assigned rank 1.

10
 A full NSGA-II run is to perform non-dominated sorting on the combined pop-
ulation and offspring population. From here, as many fronts as possible are accom-
modated in the next population. The last front to be inserted is sorted using the
crowding-sort procedure, and only the best individuals wrt. crowding distance is cho-
sen for inclusion. This truncation mechanism favors rank first, and good crowding
distance next, just as the binary crowded tournament selection operator which NSGA-
II applies to the parent part of the population to fill the offspring vector. Finally all
individuals in the offspring vector are subject to crossover and mutation operators.

SPEA2 SPEA2 [7] differs from NSGA-II by maintaining an archive At of size N of

the best solutions found so far, and from this archive, a population Pt of size M is
continuously generated to compete against it in generation t. As in NSGA-II, SPEA2
uses the dominance concept to promote elitism, but here a Pareto-strength value is
assigned to each individual i in both population and archive according to how many
solutions in both archive and population i dominates:

S(i) = |{j|j ∈ Pt ⊕ At ∧ i ≺ j}|, (3)

where || denote cardinality of a set, ⊕ is multiset union and i ≺ j means that i

dominates j. After all individuals i ∈ At have been assigned a Pareto-strength, a
raw fitness is assigned to individual i ∈ At equal to the sum of the strength of its
dominators: X
R(i) = S(j). (4)
j∈Pt ⊕At ∧j≺i

The density estimation in SPEA2 is based on the k-th nearest neighbour method,
using Euclidean distance in objective space. In short, density for an individual i is
calculated as an inverse to its distance to its k-th nearest neighbour σik , where k = 1
corresponds to the closest neighbour:
1
D(i) = . (5)
σik +2
Finally, each individual ∈ Pt ⊕ At is assigned a fitness value equal to the sum of its
raw fitness and its density value; F (i) = R(i) + D(i) to provide a single value to judge
by.
After fitness assignment, non-dominated solutions ∈ Pt ⊕ At with F (i) < 1 are
first archived, i.e. placed in At+1 . In case the archive is then too small, N − |At+1 |
dominated individuals ∈ Pt ⊕ At are archived, where individuals are chosen according
to their assigned fitness value. Otherwise, if the archive is too large, it is truncated
by recursively removing the individual with the worst density from archive, i.e. the
individual who is closest to its k-th nearest (non-deleted) neighbour is repeatedly
chosen for deletion until the archive size is reached. After this, mating selection is
applied using binary tournament on the archive, in order to fill the offspring vector,
which is then subject to recombination and crossover operators.

11
DEMO versions The Differential Evolution versions of the above genetic algo-
rithms are called DEMON SII and DEMOSP 2 [9; 10]. In the article [1], DEMOSP 2 is
denoted SPDE2 (Strength Pareto Differential Evolution 2), as we thought this was a
novel approach. However, the alternate DEMO version had already been investigated
under the name DEMOSP 2 , and so we will use this.
The DE versions of NSGA-II and SPEA2 are using the corresponding Pareto-
ranking, secondary fitness assignment and truncation mechanism as their origins.
The difference lies in applying the elitist rules, and in using several individuals for
offspring creation, as seen in Algorithm 1 and in figure 5. Using DE, the elitist rules
ensure the spread of good decision variables, while using several individuals increase
the chance of retaining good parts of the decision variables and decrease the risk of
premature stagnation by introducing more diversity than genetic variation operators.

2.1.2 Results
Here, we summarize the results of our contribution. Overall, the results from this
contribution have been:
1. Implementation of NSGA-II and SPEA2 with genetic operators.
2. Implementation of DEMON SII and DEMOSP 2 .
3. Implementation of 5 ZDT (Zitzler, Deb, Thiele) test problems.
4. Implementation of 5 different performance indices (PIs)
5. Data from runs using all algorithms on all test problems with all PIs.

Implemented algorithms All algorithms described in the contents section have

been implemented in a C++ framework supplied by Rasmus Ursem working at Grund-
fos R & T. The framework features classes for numerical individuals along with an
abstract class for multi-objective EAs, enabling implementation of different concrete
versions. All algorithms have been implemented enabling several options regarding
variation operators, populations size, number of generations performed, etc.
As a part of implementing the genetic MOEAs, several genetic variation operators
were implemented. The simulated binary crossover (SBX) operator was implemented,
along with arithmetic crossover operators, and a Gaussian annealing mutation oper-
ator. For the DEMO versions, DE was implemented as in Algorithm 1 with the
enhanced elitism rules, along with a few other DE variants, which showed no im-
provement over the rand/1/bin scheme presented.

Test problems To test the different algorithms, 5 2-dimensional ZDT problems

were implemented. These problems have different true Pareto-front characteristica,
which attempts to make MOEAs prematurely converge in various ways. These prob-
lems are described further in [6].

12
Performance indices As the true Pareto-fronts of the ZDT problems are known, it
was possible to implement performance indices directly minded on giving an indication
of the MOEA performance wrt. the 3 goals of MOEAs described earlier. 2 PIs on
closeness, 2 PIs on distribution and 1 on spread were implemented.

Data To gather data, each algorithm was run 10 times on each test problem. From
the resulting populations and the known true Pareto-fronts, the PIs were calculated,
averaged, analyzed and discussed. It was clear, that the DEMO versions of NSGA-
II and SPEA2 performed better than their original versions on all indices. Further,
DEMOSP 2 was observed to perform slightly better than DEMON SII , possibly due to
a more fine-grained Pareto-ranking and a recursive density assignment procedure.
I further made a few investigations into the differences in distribution achieved by
the genetic and the DEMO algorithms, and found a discrepancy between DE and the
crowding/density measure of NSGA-II and SPEA2, as DE itself does not promote a
good distribution. Thus, DE - based algorithms seem to be more prone to generate
offspring, which are removed due to crowding and thus does not contribute to the
steady qualitative improvement in the population.

2.1.3 Evaluation and discussion

As mentioned above, the article was submitted to the PPSN conference in may 2008,
but was rejected. Some of the points of criticism were:
1. Low news value
2. Test problems were outdated
The article was developed on background on the first DEMO-article by Robič
and Filipič [9], but as the PPSN committee pointed out, a newer article had been
released meanwhile. In their second DEMO article [10], Robič and Filipič made an
investigation very similar to the one performed by this author. Especially they also
incorporated SPEA2 selection and truncation in DEMO. However, Robič and Filipič
tested on higher - dimensional problems, and with more general performance indices,
which made their article superior to my work and further decreased the news value
of my article. Unfortunately, the article by Robič and Filipič was not available when
I started working on my article, which is the reason of the overlap.
The problem with my chosen test suite for the article, was that MOEAs need
to be tested on problems with more than two objectives. It has been shown that
MOEAs working well on two - dimensional problems do not necessarily work well on
higher-dimensional problems. Especially there seems to be a blowup in complexity
when moving from two dimensions to three.
On the more positive side, my article and the article by Robič and Filipič [10]
agreed on the main point, that DE based MOEAs seem to outperform genetic algo-
rithms, especially with respect to closeness towards the true Pareto-front. Thus, even
though a part of my research was not up to date, it makes an interesting, valid point.

13
2.1.4 Future work
No future work is intended to follow up on this contribution. The implemented algo-
rithms all have been tested to work well on a range of problems, especially the DE
based ones. However, there seems to be little to gain in making further research in
this direction, as much is already thoroughly covered in [10]. Still, the algorithms have
been a basis for experimenting with new algorithms, partly based on the techniques
of NSGA-II, SPEA2 and the DEMO versions. Especially the pareto ranking methods
and the elite preserving truncation mechanism have been used in newly developed
algorithms, along with Differential Evolution.

2.2 Multiobjective Distinct Candidate Optimization

We decided early that we wanted to research in which extent it was possible to decrease
the cardinality of the resulting population of traditional MOEAs. After some discus-
sion, we named the research area Multiobjective Distinct Candidate Optimization
(MODCO), and submitted two papers on the area to the Evolutionary Multiobjective
Optimization (EMO) 2009 conference.
The first paper “Multiobjective Candidates Optimization (MODCO) - A New
Branch of Multiobjective Optimization Research” [2] was mainly developed by co-
researcher Rasmus Kjær Ursem as an argumentation and quantification of the MODCO
area, based on his experience in real world optimization at Grundfos. This paper was
rejected, mostly due to its non-technical content.
The second paper “Multiobjective Candidates Optimization (MODCO): A Cluster
Forming Differential Evolution Algorithm” [3] was mainly developed by this author
as a first attempt to create a MOEA which complied with the MODCO goals. This
paper was accepted, mostly due to its novel approach to decrease result set cardinality.
Here, we want to briefly present the main arguments and goals described in the
MODCO article before evaluating and discussing, as these are the basis of the second
article on Cluster-Forming Differential Evolution (CFDE). That is, the concrete al-
gorithm suggested in the CFDE paper is evaluated wrt. the goals of this paper. The
CFDE article is presented in Section 2.3. Note that the article on MODCO holds no
algorithms or results, and thus does not fully comply with the taxonomy from the
introduction to section 2.

2.2.1 Introduction, arguments and goals

The concept of MODCO is the optimization of a user-defined low number of dis-
tinct candidates, with a user-defined degree of distinctiveness. This is in contrast to
the traditional MOEA goal of covering as much as possible of the true Pareto-front.
However, having a full population of alternatives wrt. the trade-offs between objec-
tives, just introduce more choices to be made by the DM. Basically, a standard EA
population is simply of too high cardinality to be directly usable.

14
MODCO basics MODCO tries to circumvent this problem by incorporating gen-
eral, higher level information to the search, replacing step 2 in figure 2. This info
includes relevant practical information such as:

1. How much time and money can be spend on post-processing the solution set?

2. How many solutions is it feasible to inspect and compare?

3. How distinct must solutions be in order to be distinguishable in tests?

This information is relevant, and these questions must be answered, for most real-
life applications. The goal of MODCO is to use this information as a guide towards
a small, final set of distinct candidates, replacing step 2 in figure 2, such that this
final selection is not only the responsibility of the DM, but is incorporated in the
optimization process.

Arguments for the soundness of MODCO To argue for the soundness of

MODCO, four main categories were identified and argued about in detail in [2]. Here,
we briefly review these categories of arguments:

1. Post-processing of many Pareto-optimal solutions.

2. Physical realization of a solution.

3. Decision making among large sets of solutions.

4. Algorithmic and theoretical perspectives.

Post-processing many Pareto-optimal solutions is essential in most real world

applications, where it is necessary to further investigate the most promising solutions
from an optimization process, in order to to figure out which one(s) to physically
implement. This process is expensive, time consuming, and it may only address a
small part of the full final design. Therefore it would be preferable to only have a
small set of solutions to perform post-processing on.
Post-processing is expensive, since this typically involves prototyping and testing,
where both may be very costly. Especially prototyping can be expensive, due to ma-
terials. Post-processing also includes more detailed simulations, which is normally
very time consuming. For example, a conducting a full computational fluid dynam-
ics (CFD) calculation may take days, making it infeasible to simulate hundreds of
solutions, which is not an unusual cardinality of MOEA results. Finally, when the
optimization process is only concerned with a part of a design, it is not feasible to have
hundreds of alternatives, since the impact on the full design is expensive to calculate.
The physical realization of solution sets returned from a traditional MOEA also
suffers some disadvantages due to the high cardinality. This is due to the problem of
having a 100 % accurate simulation, which is often far too costly. Normally, a few

15
percent of tolerance is acceptable in simulation. However, if the simulator inaccuracy
is greater than the difference between neighbor solutions from the MOEA resulting
population, a lot of these will not be distinguishable from each other. Again, a smaller,
more distinct set of candidate solutions would be preferable.
Choosing among large sets of solutions implies problems for the DM, wrt.
human factors. The DM may not have the technical background, or the knowledge
on optimization to be able to select among 100-500 different Pareto-optimal solutions
to a problem with high dimensionality. The amount of solutions makes it infeasible
to inspect and evaluate the different trade-offs, and further it is often not possible to
state explicit preference rules in order to guide this final selection. The only general
rule is, that solutions in knee regions in the objective space are preferred. Knee regions
are areas in the objective space, where a small improvement in one objective leads to
a high deterioration in another, or put another way, a convex part of the Pareto front.
Hence, a small set of solutions in knee regions would be preferable from a DM point
of view.
Algorithmic perspectives on MODCO reveal a few points where the search
for only small set of solutions should have advantages over traditional MOEA result
sets. First of all, allowing a decrease in the local population diversity may result in
a more focused search, in some ways similar to local search, which results in a better
convergence toward the true Pareto front. Secondly, the approach makes it possible
to use a smaller population size, since we are now no longer interested in covering the
full Pareto front, but only in locating a few distinct candidates. This naturally implies
fewer computational steps, especially function evaluations, but without compromising
the quality of the found distinct candidates. Finally, if we are able to locate knee
regions, these are indeed the interesting areas, so no other solutions need be reported.
The search for knees may further improve convergence towards the true Pareto front,
as will be argued later.

MODCO goals The goals of MODCO are related to, but different from the goals
of traditional MOEAs, and are inspired by the desire of finding a small set of optimal,
distinct candidates, preferably in knee sections. The features of the ideal MODCO
algorithm are described in more detail in [2], but in general, the goals of a MODCO
algorithm are:

1. Closeness towards the true Pareto front. Ideally, solutions are placed on the
true Pareto front, but otherwise they should be as close as possible.

2. Global distinctiveness in the returned solutions, i.e. that solutions are dis-
tinguishable wrt. performance or design. Ideally, this feature is parametrized,
in order for the user to set how distinct returned solutions should be.

3. Local multiobjective optimality in returned solutions, i.e. it is preferred to

return solutions in knee regions.

16
 The first goal corresponds to the first goal of traditional MOEAs, as we are still
interested in optimizing our results. The two last goals are different, and based on the
idea of a decreased cardinality in the result set. That is, if we want to decrease the
result set cardinality, we need other ways of controlling the global diversity. Further,
as argued earlier, results in knee regions are more interesting for a DM, and so these
should be reported.

2.2.2 Evaluation and discussion

The paper on MODCO was rejected for the EMO 2009 conference, mostly due to its
non-technical nature. Much of the argumentation is based on experience, and thus
deals with many non-technical issues related to decision making and the quantification
of DM preferences. The connection to the more concrete paper on the CFDE algorithm
is strong and is pointed out several places, but this was not enough to be accepted.
On afterthought, the MODCO article could have been compressed, and maybe
inserted in the beginning of the CFDE paper, simply giving the goals and a short
argumentation. This could have increased the correlation between the theory and
the practical appliance of MODCO. However, we wanted to separate the theory from
practical experiments in order to be able to argue for the soundness and use of both.

2.2.3 Future work

The future work for the MODCO article includes a rewrite, incorporating some more
technical material from the technical report [4] also related to MODCO. This is due
to the criticism of the articles non-technical nature, and in order to make correlations
to CFDE more clear. As the MODCO paper gives much of the argumentation for
why this class of algorithms should even be considered, it is further important for the
CFDE article. Thus we need the article to be publicly available, and as such it must
be well founded.
Further, we are currently discussing the MODCO branch of MOO with a few well
known writers within the MOEA community, in order to establish the usability and
related issues of the MODCO branch of MOO. A few answers have so far been positive
towards the idea and have suggested further reading.

2.3 Cluster-Forming Differential Evolution

The article “Multiobjective Candidates Optimization (MODCO): A Cluster Forming
Differential Evolution Algorithm” [3] was mainly developed by this author as an em-
pirical investigation on the first concrete algorithm which conforms to the MODCO
goals. The article was accepted at the EMO (Evolutionary Multiobjective Optimiza-
tion) 2009 conference. Due to this fact and the correlation to the MODCO paper [2],
future work of this paper is presented in the section devoted to this; Section 3.

17
2.3.1 Content and ideas
The article [3] demonstrates the first instance of a MODCO algorithm; the Cluster-
Forming Differential Evolution (CFDE) algorithm. It is intended as a sequel to the
article introducing MODCO as described above, implementing and evaluating a con-
crete instance of the suggested algorithm class. The algorithm follows the goals of
MODCO, resulting in the following features:

1. User defined result set cardinality, parametrized as KN C .

2. User defined performance distinctiveness, parametrized as KP D .

3. The ability of converging towards knee regions.

These features corresponds to the MODCO goals, also used for evaluating the
CFDE algorithm performance. For reference, the CFDE algorithm is depicted in
Algorithm 2. As usual we have a population P of size N , but the primary data struc-
ture is now a vector of subpopulations Pi ∈ P of size N/KN C each, assuming WLOG
that N mod KN C = 0, as seen in figure 6. Further, a vector holding subpopulation
centroids, and a temporary offspring vector are used. minDist(Ci ) is the function re-
turning the minimum distance from centroid Ci to the nearest other centroid, whereas
the calculation of σ is depending on both KP D and the current problem.

Algorithm 2 Cluster-Forming Differential Evolution

Require: Population size N , KN C , KP D
Ensure: KN C different non-dominated individuals.
1: Initialize KN C subpopulations with N/KN C random individuals in each
2: while Halting criterion has not been met do
3: Perform global DE-based mating - store incomparable offspring
4: Calculate subpopulation centroids Ci
5: Migrate incomparable offspring to nearest subpopulation wrt. centroid
6: for All Pi ∈ P do
7: if minDist(Ci ) < σ then
8: Assign nearest other centroid distance to each individual xi,j ∈ Pi
9: else
10: Assign knee utility function value to each individual xi,j ∈ Pi
11: end if
12: end for
13: Assign final fitness wrt. global pareto rank, then secondary fitness
14: Truncate subpopulations wrt. final fitness
15: end while
16: Return KN C solutions, by returning the non-dominated solution closest to the
subpopulation centroid from each subpopulation.

18
 K
NC

N/ K Parent part
NC

N/ K Offspring part
NC

Figure 6: Population after migration

Main algorithm To initialize, the CFDE algorithm creates N random individuals,

and insert these in KN C subpopulation with N/KN C individuals in each, which is
depicted as the parent part in figure 6. For problems with two objectives, an ini-
tial sorting is performed before insertion into subpopulations, in order to enhance
clustering.
Then the CFDE algorithm proceeds by performing global mating with replace-
ment as in usual DE, and as seen in Algorithm 1 and in figure 5. However, it stores
the incomparable offspring in a temporary offspring vector, until it can be determined,
which subpopulation they should belong to. From the parent part of the subpopula-
tions, a centroid for each is then calculated. Following this, the incomparable offspring
are migrated to the subpopulations with the nearest centroid.
At this point, the CFDE algorithm determines which of the two secondary fit-
ness measures to use for each subpopulation. The secondary fitness measure is each
individual’s distance to the nearest other centroid, if the subpopulations centroid is
too close to its nearest neighboring centroid2 . This makes subpopulations reject each
other by favoring the individuals furthest away from other subpopulation centroids.
Further, this most likely penalizes solutions created far from the subpopulation cen-
troid, as these are most likely to be close to other subpopulation centroids, effectively
enhancing clustering. In case the centroid of the subpopulation is sufficiently far away
from its neighbours, the secondary fitness measure is Branke et al.’s utility function,
favoring individuals in knee regions [12]. Thus, a subpopulation will search for knees,
if not too close to another subpopulation centroid.
2
Wrt. σ which depends on KP D and the problem, see Section 2.3.2 for an example calculation.

19
 Still, CFDE maintain focus on convergence towards the true pareto-front, so it
then assigns to each individual a global pareto rank using the NSGA-II non-dominated
sorting. This is used for assigning each individual a final fitness, such that the final
fitness incorporates both rank and secondary fitness measure in a total order.
Finally each subpopulation is truncated to the original size of N/KN C using the
truncation mechanism of NSGA-II. Here, the main differences are, that truncation
is done locally in subpopulations, and that the subpopulations are truncated using
one of the two secondary fitness measures, which is incorporated in the final fitness.
Hence, some subpopulations may be truncated using distance, and others using the
knee utility function. This way subpopulations may be attracted to different knee
regions, while forming clusters during the evolutionary process. As we return only
one solution from each subpopulation, we get the wanted number of distinct solutions
returned.

Novel contributions In the article [3], a more thorough walktrough of all the
mechanisms of the CFDE algorithm is found, but here we will only go through the
novel contributions and their compliance to the MODCO goals. This is due to many
mechanisms used in the CFDE algorithm having already been explained in this report.
The novel contributions in the CFDE algorithm are:
1. Flexible subpopulation based Differential Evolution.
2. Centroid calculation for each subpopulation allowing for migration.
3. Subpopulation centroid distance based secondary fitness.
4. Alternating secondary fitness assignment to subpopulations.
The idea of subpopulations is not new in itself, and has also been used in single-
objective optimization, e.g. in multi-modal optimization, where decision spaces con-
tains several global optima to be discovered, not unlike multi-objective optimization.
However, to this authors knowledge, this is the first algorithm with a parametrized
amount of subpopulations subject to Differential Evolution. The subpopulation ap-
proach is naturally crucial for the full algorithm, in that it allows for reporting back
the wanted number of distinct candidates.
The centroid calculation for each subpopulation is simple and based on the place-
ment of the parent part of each subpopulation in objective space. It gives the average
placement of the elite (parent) part of each subpopulation, and is used for both migra-
tion and the centroid distance calculation used in the secondary fitness assignment.
Thus, calculating centroids is essential for the clustering ability of CFDE. For each
subpopulation Pi , we calculate the centroid Ci = [Ci,1 , Ci,2 ...Ci,M ] as the average point
of the elite in objective space:
PN/KN C
j=1 fm (xi,j )
Ci,m = , m = 1..M. (6)
N/KN C

20
 The centroid distance calculation enhances clustering by penalizing the individuals
of any subpopulation with the distance to the nearest other subpopulation centroid.
As this is to be maximized, solutions created far from the subpopulation centroid are
most prone for penalty, as they are most likely to be close to the centroid of another
subpopulation. This further makes subpopulations reject each other, as solutions gen-
erated the furthest away from other centroids are then favored. Let dist(x, y) denote
the distance in objective space between point x and point y, each of dimension M .
Further, let min(S) denote the minimal element of the set S. For the subpopulation
Pi , we then assign to each individual x ∈ Pi a secondary fitness SF as:
SF (x) = min({dist(f (x), Cj ), j = 1..KN C , j 6= i}) (7)
The subpopulation approach of CFDE also makes it possible to assign alternating
secondary fitnesses, according to case. To this authors knowledge, this is also a
new idea, facilitating the use of an arbitrary amount of secondary fitness functions.
However, this calls for a priority among secondary fitnesses. In the case of CFDE, we
are only interested in distinct candidates, and thus the two secondary fitness measures
conflicts only if knee regions are located too close wrt. σ, i.e. we may not report back
solutions in knee regions located too close too each other, as they are not considered
distinct. Otherwise, knee search will not deteriorate clustering, as knee regions are
typically small, and likewise, the centroid distance assignment will not prevent knees
from being found when distinctiveness is achieved for any subpopulation.
The alternate secondary fitness measure, the utility function proposed in [12], is
intended to discover knee regions by calculating an average fitness value for a large
number of randomly sampled weight vectors. If this average fitness is good, the
individual is more likely to reside in a knee region. Knee regions are characterized by
the fact that a small improvement in one objective, will result in large deterioration in
another objective. The utility function takes only one argument, precision, denoting
the number of sample P weight vectors to apply. Let λ denote the weight vector of
dimension M , with m λm = 1. Then we calculate the secondary fitness SF with
precision precision of each individual x ∈ Pi as:
Pprecision
p=1 λp · f (x)
SF (x) = (8)
precision
Lastly, let us see how CFDE comply with the goals of MODCO, and how this is
supported by the novel contributions. Goal 1 of convergence is ensured by elitism
within subpopulations, i.e. the number of globally non-dominated solutions within a
subpopulation can only increase. Further this is enhanced by the elitism rules using
Differential Evolution. Goal 2 of distinctiveness is achieved using the subpopulation
approach, which together with the centroid calculation, migration and centroid dis-
tance penalty forms clusters from the initial random subpopulations, each reporting
back a distinct solution. Further, the subpopulation approach is easily parametrized
to enable user setting. Goal 3 of detecting knees is achieved using Brancke’s knee
utility function when distinctiveness is reached.

21
2.3.2 Results
To provide results, the CFDE algorithm was demonstrated on 3 kinds of problems
from MOEA literature; the 2D ZDT problems [6; 5], the knee problems of Branke et
al. [12], and all non-constrained 3D DTLZ problems [11], all with problem settings
as suggested in the respective papers. The experiments were performed with respect
to the MODCO goals:

• Convergence performance (MODCO goal 1)

• Global distinctiveness (MODCO goal 2)

• User-defined performance distinctiveness (MODCO goal 2)

• Local multiobjective optimality (MODCO goal 3)

First, we check CFDE convergence against the DEMO versions, which have demon-
strated good performance on many problems [9; 10]. Next, we want to demonstrate
convergence to KN C clusters, how we may change solution diversity by setting KP D ,
and finally that CFDE are able to locate knees.
We demonstrate the use of KP D only on knee problems, as this is only relevant
for such problems. For ZDT and DTLZ problems, we therefore always set σ = ∞,
effectively disabling knee search. For the 3D DTLZ problems, we have used a higher
KN C to ensure that we find both extreme and intermediate trade-offs. All other
settings of the algorithms investigated can be found in [3], Section 3, Table 1 and 2.

Convergence performance To deal with the different cardinality of more standard

MOEAs and the CFDE algorithm, we use the universal notion of dominance. Here, we
compare the CFDE algorithm against DEMON SII and DEMOSP 2 . One algorithmic
argument for MODCO is that the low number of returned solutions allows for a more
focused search because MODCO does not aim at an even distribution. Consequently,
a MODCO algorithm should be able to return solutions closer to the true pareto front.
So we wish to investigate in which extent the returned solutions from the CFDE
algorithm dominate the most similar solutions from the returned population of the
competing MOEAs, where similarity is measured as distance in objective space. This
way we see if the CFDE approach is competitive to simply picking KN C solutions
from the resulting populations of the DEMO versions.
For all results presented in [3], these are generated using the NSGA-II version of
global ranking and truncation in the CFDE algorithm. We have used 20 runs for both
the DEMO versions and for CFDE on each problem. For each generated population
of CFDE, we have compared each resulting individual to its most similar counterpart
from each of the DEMO populations. This indicator gives a percentage of the amount
of dominating, dominated and incomparable individuals CFDE was able to produce
and is independent of KN C and KP D .

22
 1 1
20 runs - 5 clusters 20 runs - 10 clusters
20 runs - 5 clusters
0.8
0.5

0.6
F2

F2
0
0.4

-0.5
0.2

0 -1
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
F1 F1

Figure 7: ZDT1 plot - 20 runs - 5 clusters Figure 8: ZDT3 plot - 20 runs

The results on each of the test problems can be found in Table 3 and 4 in [3] along
with a more thorough walkthrough, but here we will only note that the CFDE results
are almost never dominated by results from the DEMO versions, in fact only on a
single test problem with a high number of local Pareto fronts near the global one,
the DEMO versions seems to outperform CFDE. On the rest of the 15 test problems,
CFDE demonstrates equal or superior convergence, with up to 87 % dominating
solutions produced compared to the most similar DEMO counterparts. Overall, the
CFDE algorithm appears to be superior to the DEMO versions wrt. convergence.

Global distinctiveness Global distinctiveness is achieved by the CFDE algorithm

using the centroid distance to repel subpopulations. Figure 7 and 8 displays the
returned results of 20 runs of the CFDE algorithm on ZDT1 and ZDT3, using KN C = 5
and KN C = 10. As mentioned above, we here set σ = ∞. Similar robust convergence
is seen for the other test problems, i.e., CFDE found roughly the same set of distinct
candidates in repeated runs.
As can be seen in figure 7, all of the 20 runs of CFDE returned similar distinct
solutions. In figure 8, we see that using KN C = 5 ensures a result returned from
each of the 5 patches of the true pareto-front and again we see only a small variation.
However, using KN C = 10 makes the returned results be much more spread in the
20 runs, since there are now more clusters to be formed than there are discontinuous
patches. As can be observed from the density, solutions will here most often seek the
most outer part of the patches making the returned solutions as distinct as possible.

User-defined performance distinctiveness The MODCO parameter KP D ∈

[0, 1] allows the DM to set how distinct the returned solutions should be. A low value
corresponds to a low distinctiveness and a high value to a high distinctiveness, but
as mentioned, KP D is problem dependent. So to demonstrate the effects of changing
KP D , we have chosen DEB3DK as an illustrative example, as it allows us to visualize
the effect of altering the balance between knee search and subpopulation repelling.
We first demonstrate the calculation of σ used in the CFDE algorithm. First, we
will assume settings KP D = 1 and KN C = 5. For DEB3DK, we may use reference

23
points z ∗∗ = (0, 0, 0) and z I = (8, 8, 8), which span the interesting part of the objective
space. Then we can calculate:
√
σ = KP D /KN C · ||z ∗∗ − z I || = 1/5 · 192 ≈ 2.77 (9)
In this setting, subpopulations will repel each other if they get within a distance
of 2.77 of each others centroids. Setting KP D = 1 should ensure maximum global
distinctiveness, such that we get clusters uniformly spread across the objective space
spanned by the reference points. Contrary, setting KP D close to zero enables clusters
to get closer to each other while searching for knees.

True front
KPD=1.0 - 20 runs
KPD=0.5 - 20 runs
KPD=0.2 - 20 runs

8
7
6
5
4
F3
3
2
1 2 10
3
0 0 1 2 3 4 6 5 4 F1
F2 5 6 7 8 87

Figure 9: DEB3DK plot - investigating user defined performance distinctiveness

Figure 9 illustrates the results of setting KP D to 0.2, 0.5 and 1.0. For KP D = 1,
the 5 clusters are equidistant around the single knee, where one cluster is placed. The
four clusters not in the knee are repelled from each other as they reach a distance of
2.77 between centroids, as was demonstrated in the example calculation above. The
four clusters not in the knee are located in the partial knees on the lines forming a
cross. For KP D = 0.5, we always hit the knee with one cluster. Further, it can be
seen that some solutions has found other knee regions, crawling towards the one in
the middle, but not being allowed to get too close. Setting KP D = 0.2 results in all
clusters getting very close to the single knee region. Overall, it is clear that increasing
KP D indeed makes clusters repel each other more.

Local multiobjective optimality Figure 10 and 11 illustrates the knee problems

DO2DK and DEB2DK, with the resulting CFDE individuals of 20 runs. In the
DO2DK problem, we set K = 4 and s = 1.0, such that we have exactly the same

24
 8 8
true front true front
7 20 runs - 5 clusters 7 20 runs
6 6
5 5
F2

F2
4 4
3 3
2 2
1 1
0 0
0 1 2 3 4 5 0 1 2 3 4 5 6 7 8
F1 F1

Figure 10: DO2DK plot - 20 runs - 5 clus- Figure 11: DEB2DK plot - 20 runs - 4 clus-
ters - 4 knees ters - 4 knees

settings as has been used for creating the results illustrated in figure 4 in [12]. For
the 20 runs depicted in figure 10, it may be noticed, that the density of solutions near
knee regions is very high. When using KN C = 5, CFDE finds the 4 knee regions very
precisely, while one cluster typically hits an outer solution, or is caught in-between
knee regions. For DO2DK, we have used KP D = 0.75 corresponding to σ = 1.5. This
way we keep clusters separated, while still allowing for knees to be found.
For the DEB2DK problem, we have used K = 4 to replicate the results illustrated
in figure 5 in [12]. In figure 11, we again see that for the 20 runs the density of
solutions near knees are very high. Here, we have to set KN C to be equal to the
number of knees, and it is clear that all knees are discovered in all runs. Here, we
have used KP D = 0.2 corresponding to σ = 0.5. This is low, so the centroid distance
assignment is rarely used. Hence, subpopulations converge to knees, and as long as
σ > 0, the clusters formed will not overlap.
From the figures 10 and 11, and further figure 9, it is clear, that CFDE is indeed
able to locate knee regions. Further, it has been demonstrated how to balance the
search using KP D resulting in different σ values.

2.3.3 Evaluation and discussion

The paper on the CFDE algorithm [3] was accepted at EMO 2009, and this author
is to present it in Nantes, France, in April 2009. The referees were impressed with
the novel approach, the presentation and the experiments, even though there was
some complaints about submitting both an abstract MOEA class and a concrete
implementation in two different papers.
However, many usable comments were given in the reviews, especially considering
that decreasing the result set cardinality is a quite novel approach in MOEA research,
and some have given rise to future work. Given that we invented the binary per-
formance indicators for MOEAs with different result set cardinality, the experiments
were still said to be illustrative and usable. This, along with a somewhat simple and
easily understandable parametrization are said to provide a potentially very useful
functionality, very competitive to pruning the result sets of standard MOEAs.

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3 Future work
This section is devoted to my future work, which mainly will be concerned with the
appliance of MODCO algorithms in relation to Grundfos problems, with the CFDE
algorithm being the first. The major challenge will be applying the newly developed
algorithms to the real world problems supplied by Grundfos, which are typically much
more complex than test problems, along with being constrained.
Apart from working on Grundfos problems, new performance indices, possibly
facilitating comparison between MOEAs of different result set cardinality are to be
invented, along with new versions of MODCO algorithms. Lastly, we will investigate
which conferences and journals could be relevant to submit to, and how this could
coincide with my research.
In general, the hope is a synergy between the new knowledge acquired from testing
on real world problems, and the general appliance of MOEAs. Grundfos have both
problems and decision makers, which are both required in order to investigate the full
multiobjective optimization process, which is of general interest to computer scientists
in the MOO area. On the other hand, the resulting designs of these investigations
should be of interest to Grundfos, as they are presumably both distinct and optimal,
wrt. user settings and the precision used in simulations.

3.1 Testing MODCO algorithms on Grundfos problems

Testing algorithms on real world problems are usually more interesting, in that the
results have a concrete, physical interpretation. Grundfos has a general interest in
MOO, since they have parametrized design spaces of their products, including simu-
lators to give the performance of designs. That is, the objective functions are actually
simulations of varying degree of precision. This is one reason for applying MODCO
algorithms, as discussed in Section 2.2.
Considering MOEAs, the decision space of test problems holds no meaning, and
neither does the objectives. Test problems are fine for their purpose; revealing if
and to which extent algorithms may solve them, in spite built-in traps and pitfalls
- e.g. many local Pareto fronts in objective space. Test problems further facilitate
performance comparison of algorithms, which is of general interest to the community.
Real world problems are contrary prone to more advanced investigations, in that
we may derive meaning and sense from e.g. the design space of centrifugal pumps.
Likewise, the objectives are measurable in a physical sense, and are as such much more
interesting. Working with specialists should enable new knowledge to be extracted
from designs proposed by e.g. the CFDE algorithm, which are of natural interest
to Grundfos. Likewise, we are more likely to uncover new knowledge on algorithmic
behavior, when both design space and results are comprehendable.
From testing on Grundfos problems, we hope to investigate several interesting
facets related to MODCO research:

26
 • An approach for constrained problems.

• Whether MODCO is well suited for many-objective optimization.

• How changing MODCO parameters will affect the result.

• Whether the subpopulation approach could result in less computations.

3.1.1 Constrained problems

Most real world problems are constrained, i.e. solutions belonging to a part of the
decision space are not feasible, since they violate constraints. The constraint space
is defined by the constraint functions as seen in Equation 1, which maps the feasible
part of decision space SD to the feasible part of objective space, SZ independently
of the objective functions. This part is of varying shape and size, depending on the
problem at hand. However, for real world problems, the constrained space is often a
very large part of the objective space, and as such feasible solutions are much harder
to generate than unfeasible ones.
So the first challenge connected to the appliance of MODCO algorithms to Grund-
fos problems, is to find an approach for constrained problems. One idea so far is to
use the approach of Generalized Differential Evolution (GDE3) [14], where additional
rules are incorporated in the comparison of solutions. A feasible solution will always
be preferred over an unfeasible one, but if two solutions are both infeasible, compar-
ison then takes place in constraint space, such that the most dominant solution wrt.
the constraint functions are favored. That is, solution x is considered dominant to
solution y if x have the same or better constraint violation on all constraint functions,
and has at least one constraint function with less constraint violation than y. This
facilitates a search steadily progressing towards the feasible, unconstrained part of
objective space.

3.1.2 Many-objective optimization

Many-objective optimization is when our problem has more than 3 objectives, which
is also the case in many Grundfos related problems. The more precise we wish to
make our model, the more objectives and constraint functions may be included, and
a centrifugal pump design problem may easily contain 5 - 10 objectives.
The challenge of many-objective optimization lies in the dimensionality of the
objective space. The more dimensions, the more trade-offs between the objectives can
be found. This may be illustrated by a simple counting argument; the more dimensions
of the objective space, the more edges and corners of the induced hypercube will exist,
representing possible non-dominated solutions. Thus, covering a high-dimensional
Pareto front can be very hard, and will require a much larger population than for
problems with 2 or 3 objectives.

27
 MODCO algorithms, and with this the CFDE algorithm, are potentially well suited
for many-objective problems with high-dimensional Pareto fronts, since the more fo-
cused search does not need to put any effort into covering the full pareto-front, which
can be very difficult in high dimensional spaces, as argued above. As higher dimen-
sional problems also calls for larger population sizes, the problem with choosing from
the result set again becomes apparent for standard MOEAs, whereas this is circum-
vented using MODCO algorithms, e.g. CFDE.

3.1.3 The effect of changing MODCO parameters

Another hope from applying MODCO algorithms to Grundfos problems, is to make
an investigation into different parameters settings of the MODCO algorithms. For
test problems, the number of knees and the interesting part of the objective space
is given, but this is not the case when handling real world problems. Here, any a
priori knowledge of the problem and its objective space is hard to come by due to
the complexity of the objective functions, and as discussed, should not be considered
available in general.
An investigation into the newly introduced MODCO parameters could reveal how
these are used by a DM, and to which extent parameter changes affect the results.
The experiments in [3] demonstrated a robust behavior of the CFDE algorithm, in
that solutions converged to the same areas of the objective space under changing
parameter settings. This behavior needs to be verified for real world problems, espe-
cially for constrained problems, and for problems with an unknown number of knee
regions, arbitrarily placed in the objective space. This includes an investigation of
the correlation between the parameters N , KN C and KP D to discover any synergies
or discrepancies between these.
Further, a study on the DE parameters F and CF could also be interesting,
especially in relation to the subpopulation approach. DE is intended to cause smaller
and smaller changes during a run, given individuals converge towards the same area
of the decision space, e.g. mapping to a knee region or the global Pareto front. Here,
we want to find out if the subpopulation approach enhances this behavior, which
resembles local search.

3.1.4 A more efficient search?

Lastly, we intent to make some investigations as to find out if the subpopulation ap-
proach leads to a more efficient search. Overall, we intend to discover if all MODCO
mechanisms are truly enhancing convergence, or if there are any discrepancies among
them. This includes making experiments regarding the number of computations per-
formed by MODCO algorithms vs. standard MOEAs.
It is likely that we may decrease the population size of e.g. the CFDE algorithm
without affecting the quality of the reported solutions, since KN C << N , and the KN C
clusters each represent only a single solution. As the number of function evaluations

28
is depending on the population size, we may decrease the number of computations
correspondingly. The question is, how much we can decrease population size without
having the quality of results deteriorating. Further, the secondary fitness assignment
of CFDE requires less computations than the density measures of NSGA-II or SPEA2,
but we still need some research on the efficiency of the alternating measures, wrt.
newly developed performance indices, as discussed below.

3.2 Inventing performance indices

One related challenge when designing new algorithms, is how to judge their per-
formance. As mentioned, the MODCO goals differ from the ones of more standard
MOEAs, and hence new performance indices must be invented to facilitate comparison
- towards both standard MOEAs and other MODCO algorithms.
Several performance indices are suggested in [4], but due to the different cardinality
of MODCO results, these need to be adapted and possibly changed in order to apply.
So due to time and space limitations, these were not used in [3], where a more general
approach was used in tests, based on the universal notion of dominance and objective
space distance. However, they are a starting point for the future development of PIs,
which are to be incorporated in the new version of [2], as discussed in Section 2.2.
The first goal of MODCO is closeness towards the true Pareto front, which is the
same goal as of standard MOEAs. That is why we may adopt several metrics from
MOO literature, but with respect to different cardinality of compared result sets. For
example, it may be possible to use the hypervolumen indicator [13], which calculates
the dominated space of solutions, given a reference point. This has the advantage of
giving an indication of to which extent a solutions set is better than another, which
is much more graded than the dominance relations used for statistics in [3]. However,
the hypervolumen indicator will favor solutions sets which covers as much objective
space as possible, and thus the lower cardinality of MODCO solutions set will be
penalized. This may be circumvented by only comparing the most similar solutions
in case of different cardinality of results, as we did in [3], but more investigation is
needed in order to see if such a comparison is really fair. Same approach could be
used for the epsilon indicator [13], which gives the distance a population must be
moved towards an ideal point in order to dominate another population. Both of these
indicators are Pareto compliant, but will be affected by the low number of results in
MODCO solution sets.
The second goal of MODCO is global distinctiveness, and we may measure this
in decision space, objective space or by using category functions [2; 4]. Again we
may be inspired by standard metrics such as the M∗2 indicator giving the average
distance between solutions which are far enough away from each other in objective
space, wrt. some niching radius corresponding to σ in CFDE, as noticed in [4]. A
similar indicator M2 exist for design distinctiveness. Further, indicators for topology
based distinctiveness are suggested in [4], such as the one developed by Rasmus Ursem,
to reveal topological distinctions such as hills or valleys, based on testing a solution

29
position wrt. neighboring solutions. Using these different indicators, we may see to
which extent the intended distinctiveness is achieved, based on statistical analysis.
The third goal of MODCO is to discover knee regions, and so we need indicators
to reveal this, as knee regions are not in general known a priori, as was the case with
the knee problems used for illustration in [3]. One such indicator is suggested in [4],
based on knowledge of an ideal corner of the hypercube spanned by the objective
functions. However, the utility function of Brance used in the CFDE algorithm will
give a similar indication of knee regions, and this is very simple to both understand,
adjust and use.

3.3 Inventing alternate MODCO algorithms

In order to investigate the performance of MODCO algorithms, it would be nice
to have some alternatives to compete against each other. So a part of my future
research will be devoted to inventing alternatives to the CFDE algorithm, to facilitate
comparison.
The first step along this path is to create CFDESP 2 , the CFDE algorithm using
SPEA2 ranking and truncation, as described in Section 2.1. The SPEA2 pareto
strength ranking is more graded than the non-dominated sorting of NSGA-II when
not all individuals of the population are non-dominated, which may be an advantage
for complex, constrained problems. Thus we get both CFDEN SII and CFDESP 2 to
compare against each other, just as the DEMO versions. These should incorporate the
GDE3 approach described in Section 3.1.1, in order to apply to constrained problems.
Second step will be incorporating other forms of distinctiveness into the CFDE
algorithms, such that we may measure this in decision space instead of objective space,
as well as using category functions, as mentioned in [2] and described further in [4]. In
short, category functions map solutions in decision space to easily identified categories,
e.g. motors of different standard sizes or electronics components of various standards.
These a priori known categories are interesting distinctions wrt. solutions to the
DM. However, note that the category mapping is not explicit preference functions.
This way we investigate how the alternate definitions on distinctiveness will affect
the search and the results, to which extent they make sense to the DM, and how the
MODCO parameters are used in the different cases.
Final step will be inventing MODCO algorithms not based on the CFDE algo-
rithm, but with the same parameters to adjust. This should lead to other approaches
than the one based on a fixed user defined number of subpopulations, which at that
point should be thoroughly researched. One may imagine MODCO algorithms, where
only upper and lower bounds on KN C are to be set, where after KN C and KP D will be
adjusted dynamically during the run, while automatically optimizing distinctiveness
and searching for knee regions. This could entail some mechanisms for dynamically
creating subpopulations from one overall population, when knee regions or other at-
tractive areas of the objective space are found, e.g. wrt. the optimization of global
distinctiveness.

30
3.4 Relevant conferences and journals
Here, we will provide an overview of the conferences and journals, to which we may
submit future publications. We will first list conferences and then journals, as well
as give an early indication of what work may be done by these deadlines. The list
further shows approximate dates for the conferences.

• Evolutionary Multiobjective Optimization (EMO), April, 2009.

• IEEE Congress on Evolutionary Computation (CEC), May 2010.

• Genetic and Evolutionary Computations Conference (GECCO), July 2010.

These conferences are all focused on evolutionary computation, and are all well
suited for papers on new algorithms or new applications. EMO is more specialized, in
that it is more focused on multiobjective optimization, and thus is very relevant to this
author. So the acceptance of [3] for this conference is a good opportunity to discuss my
work here. However, as CEC and GECCO are much further away in the future (2010),
relevant submission will here include reports on testing new MODCO algorithms on
Grundfos problems including new performance indices, as will be developed by the
end of 2009, the approximate deadline for submissions to these conferences.
Relevant journals include:

• Applied Soft Computing - www.softcomputing.org/

• IEEE Transactions on Evolutionary Computations -

http://ieee-cis.org/pubs/tec/

Applied Soft Computing is a journal in connection to online conferences held by the

world federation of soft computing (WFSC), and are focused on industrial applications
of soft computing, such as evolutionary algorithms. The journal is connected to the
major publisher Elsevier, which hosts many different forms of scientific papers and
journals. The IEEE transactions on Evolutionary Computations is also interested in
both methods and applications. For these journals, a thorough application of the
initial CFDE algorithm versions (CFDEN S−II and CFDESP 2 ) on Grundfos problems
could be very relevant, in that it is both a novel approach and further it is tested on
an industrial engineering application, which is more interesting than test problems.
This project would include a thorough rewrite of [2] and [4], to produce a single,
introductory paper on the abstract class of MODCO algorithms and how to measure
performance. This work is to be done during the spring and summer of this year,
2009.

31
List of Figures
1 Mapping from decision space to objective space - assuming maximization 3
2 Multi-objective optimization process . . . . . . . . . . . . . . . . . . . 4
3 Multi-Objective Evolutionary Algorithm main loop . . . . . . . . . . . 7
4 Genetic algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
5 Differential Evolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
6 Population after migration . . . . . . . . . . . . . . . . . . . . . . . . . 19
7 ZDT1 plot - 20 runs - 5 clusters . . . . . . . . . . . . . . . . . . . . . . 23
8 ZDT3 plot - 20 runs . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
9 DEB3DK plot - investigating user defined performance distinctiveness . 24
10 DO2DK plot - 20 runs - 5 clusters - 4 knees . . . . . . . . . . . . . . . 25
11 DEB2DK plot - 20 runs - 4 clusters - 4 knees . . . . . . . . . . . . . . . 25

List of Algorithms
1 Differential Evolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2 Cluster-Forming Differential Evolution . . . . . . . . . . . . . . . . . . 18

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www.daimi.au.dk/∼ursem/publications/Justesen EMO2009 CFDE.pdf

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