Com plex Systems 9 (1995 ) 431-454

Real-coded Genetic Algorithms with Simulated

Binary Crossover: Studies on Multimodal and
Multiobjective Problems
Kalyanmoy D eb*
Amarendra Kumar
Departm en t of Mechanical Engineering ,
Indian Inst itute of Technology,
Kanp ur, UP 208 016, Indi a

A bstract . Real-coded genet ic algorit hms (GAs) do not use any coding of the problem variab les, instead they work dir ectly wit h t he variab les. The main differen ce in the implementation of real-coded GA s
and binary-coded GA s is in t heir recombination op erators. Alt ho ugh a
number of real-cod ed crossover implement ati on s wer e suggested, most
of them were developed wit h intuition and wit hout much analysis. Recen tly, a real-cod ed crossover op er at or has been developed based on
the search characteristics of t he single-point crossover operator used in
binary-coded GAs. T his simulated binary cros sover (SBX) ope rator
has been fou nd to work well in many test problems having continuo us
search space when compared to exis t ing real-coded crossover implementation s. In this paper the performan ce of t he real-cod ed GA with
SBX in solving mu lt imodal and mu lti ob jective problems is further
investigat ed . Sharing function ap proach and nond omi na ted sort ing
implement ati ons are incl ud ed in the real-coded GA with SBX to solve
mult imodal and mult iobjective problems, resp ecti vely. It is observ ed
t hat t he real-coded GAs pe rform equally well or bet t er t han binarycoded GAs in solving a nu mbe r of test pro blems . One advant age of the
SBX op erator is t hat it can restri ct childr en solut ions to any arb it rary
closeness to t he parent solutions , t hereby not requi rin g any separate
mating restrict ion sche me for bet t er p erformance. F inally, rea l-coded
GA s with SBX have b een successfully used to find mu lt iple P ar et ooptimal solut ions in solving a weld ed beam design pr obl em . These
simulation results ar e encour aging a nd suggest the applica t ion of realcod ed GAs with SBX op er ator to rea l-world optimization problems at
large.
*Electronic mail address: debClliitk. ernet. in.

432
1.

K alyanmoy Deb an d Amarendra Kumar

Introd uction

W it h the success of binar y-coded genet ic algorithms (GAs) in var ious optimization problems, real-coded GAs are finding som e at te ntion pr imarily in
solving cont inuous search space pr obl ems. Real-coded GAs differ from the
binar y-cod ed GAs in the coding of the problem variab les. Since the problem
vari abl es are used dir ectl y in real-coded GAs, there lies a need for developing
new, yet efficient , crossover and mu t at ion ope rators . Alt hough t here exist
a number of st udies of real-cod ed GAs wit h different cross over and mu t ation opera tors [1, 2], recent ly a crossover and a mutation ope ra tor have been
developed by simulat ing the working of their bina ry count erparts [3] . In
t hat st udy, the main motivation was to develop real-cod ed geneti c ope rators
havin g similar search power as t hat in the binar y genet ic op erators. T he simulated bin ar y crossover (SBX) operator used in [3] had sea rch power similar
t o t hat of a single-point binary-coded crossover operator. The sea rch power
was defined as t he ability to create any arbit rary child solution from two parent solutions . Based on a derived probabi lity distribut ion of creating a child
solution in the single-p oint crossover ope rator, a similar probability distribut ion was used dir ect ly to choose a child solution in SBX. In t hat st udy, t he
perform an ce of t he proposed real-coded GAs with SBX was compared wit h
some of the earlier real-coded GAs and t he bin ary-coded GA. Motivated by
the success of t he proposed real-coded GAs in [3], we extend it s ap plication
t o mult imodal and multiobj ecti ve fun ction optimization pr obl ems.
In this pap er we br iefly describ e the SBX ope rat or and exte nd the concept
of sharing in the real-coded GAs to solve a number of mult imodal functions
for mult iple soluti ons simultaneously. Since children solut ions arb itrar ily
close to t he par ent solutions can be create d using t he SBX operat or , t here is
no need to use a separate mating restrict ion scheme . Thereaft er , we extend
the principle of nondominat ed sorting in real-cod ed GAs to solve a number of
multiobj ecti ve optimization problems for P ar et o-opt imal solutions . To show
the efficacy of the proposed techniques, we also show simulation resu lts of the
pr esent ed sharing and nondominat ed sort ing te chniques to optimize the engineering design of a welded beam. The successful working of these techniques
suggest s t hat the real-cod ed GA using the SBX operator perfor ms similar to
the binar y-cod ed GA and can be used efficiently in solving cont inuous sea rch
space pr oblems.
2.

Simulated b inary crossover

When problem variables ar e directl y used in a GA, binary-cod ed crossover

op erators can no longer be applied . A number of real-coded crossover operato rs have b een develop ed that create two children solut ions from two
par ent solut ions. In most cases, a probability distributi on centering t he parent solutions is ass ume d and two children solutions are created based on t hat
probability distribution. Creat ing children solut ions using a fixed probability
distribution , which do es not depend on t he location of the parent solut ions,

St udies on Mu ltimodal and M ultiobj ective Problems

433

makes the search adapt ive. For examp le, if the par ent solutions are close
t o each other , the children solut ions are expecte d to lie in the neighborhood
of t he parent solutio ns . On t he other hand, if t he parent solutions are far
away from each ot her , childre n solutions far away from t he par ent solut ions
are expected. In early generations of a GA simulat ion, parent solutions are
expected t o be away from each ot her and almost any solution can be created as a child solu tion. But when the search converges towards a solut ion,
par ent solut ions becom e similar and children solutions also becom e closer t o
t he par ent solut ions . T his adaptiveness in t he sea rch power of t he real-cod ed
cross over ope rator is simila r in principle to the search power of t he binar ycoded single-point crossover ope rator. However , one m ain differen ce is t hat
for t he binar y-cod ed crossove r ope rator , no explicit pro bability distribution
is used to creat e a child solution . But t here is an implicit prob ability dist ribution t hat dep ends on t he st ring lengt h used t o cod e t he variable. In a
real-cod ed crossover operator , a pro bability distribution is explicitly used t o
create a child solution . Sinc e an explicit probability dist ributi on is used , t he
performan ce of real-cod ed GAs dep end on that dist rib ution . In earlier realcoded GA implement ati ons, the cho ice of the probability dist ribut ion was
somew hat arbitrary and based on int uition . Recent ly in [3], a SBX op erator has b een sugges te d with a probability distribut ion simila r t o t hat in the
single-point crossove r op erator used in binary-cod ed GAs . In t he following ,
we briefly describe t hat crossove r ope rator.
It has been observed t hat in the binary sing le-po int crossove r ope rator,
both children solutions lie either inside (cont racting crossove r ) or outside (expanding crossover) t he region bounded by the par ent solut ions . Mor eover , t he
dist ance of one child solution from one par ent is exac t ly the sa me as t hat of
the other child from the other par ent solut ion . Further , there is no apparent
bias for eit her cont racting or expanding crossover, on expec tat ion . T hus , on
an average, the overall prob abilit ies of contracting an d expanding crossove rs
are the sa me. T he SBX op erat or for real-coded GAs has b een developed
wit h the above pr op erties. In ord er to imp lement this cross over ope rat or for
any two parent solution s PI and P2, a nondimension alized spread factor 13 has
been defined as the rat io of t he spread of creat ed childre n solut ions CI and
C2 to that of the parent solutions as follows:

f3= I~I
PI - P2

(1)

It can be shown that 13 ::::: 1 correspo nds to a cont rac ting crossover and 13 ~ 1
corresponds to an expanding cross over. Writing t he decod ed values of two
arb itrary par ent st rings in terms of t heir allele values (0,1) and writi ng t he
children st rings created from the parent st rings as a function of t he cross-sit e
k along the st ring length, the spread fact or 13 has b een writ ten in t erm s of k .
From t his dist ribut ion , it has also been p ossib le t o calculate t he probab ility
of creat ing a pair of children solut ions having a certain 13. That probability
distribution has been approximated by a polynomial pro babilit y distrib ut ion

Kalyanmoy Deb and Amarendra Kum ar

434

l'
~ II ~

n
).1,

c:

."<;;
.0

I"'

Ii

I, : !

is

~
:c
co

I
I

.0

,,
I

<t

I' ,\'\
,\
: \
\

I
/

Figure 1: Probability dist ribut ions used in the simulated binary

crossover operator are shown for different values of th e distribution
index n.
as follows:

0.5(n + l) ,6n,
if,6 :::; 1;
P ()
,6 = {
0.5(n + 1) {3}+2' otherw ise.

(2)

In equat ions (1) and (2), t he distribution index n is any nonnegati ve real
number. A large value of n gives a high er probability for creating solutions
near to the parent and a sm all value of n allows distant po ints to be selecte d as
children solut ions. F igure 1 shows t he probabi lity dist rib ution as a fun ction
of ,6 for different values of the dist ribution index n . T he advantage of using
a pr ob ab ility dist rib ution as a fun ct ion of ,6 is t hat t he create d childre n
solut ions are relative to the par ent solut ions. If the parent solut ions are
distant , children solut ions far away from the parent solution s can be create d .
On the other hand , if t he par ent solutions are close to each other , t he children
solu tions, in general, cannot be far away from t he parent solut ions .
In order to create two children solu t ions CI and Cz from the parent solutions PI and pz using the ab ove probab ility dist rib ution , t he following procedure is used .
Cr eat e a random number u between 0 and 1.
Find a ,6' for which t he cumulative probability

fo{3' P (,6)d,6 = u.

(3)

Know ing t he value of ,6', t he children po ints are calculated as

CI
C2

0.5 [(PI + pz) - ,6' lp2 - PII] ,

0.5 [(PI + P2)

+ ,6' lp2 -

PI ll

St udies on M ult imo dal and Multiobjective Problems

435

T he pr eceding SBX op erator is allowed t o create any solut ion in the

entire real space [-00,00], however , it can also be modified for var iables wit h
kn own lower and up p er bounds (x~L) :::; X i :::; x~U) ) . This can be achieved by
modifying the prob abi lit y distribution (equation (2)) so that t he pr obabi lit y
for a solut ion outs ide t he above bo und s is zero. A simple way to achieve this
is to first calculat e the cumulat ive pr obab ilities
f3{L)

p 'I

10

P ((3 )d(3 ,

(4)

p'2

Jo

P ((3 )d(3.

(5)

r:

In equations (4) and (5) , t he parameters (3(L) and (3(U) ar e t he spread fact ors
for t he lower and upper bou nd s of the problem var iable, resp ect ively:

T hereaft er , two spread facto rs (3~ and (3~ are calculat ed using mod ified probability distributions P ((3) /P~ and P ((3) /P~ , resp ect ively, (by using equat ion (3)) t o create two children solutions as follows:
CI

0.5 [(PI + P2) - (3~ lp2 - PI I] ,

C2

0.5 [(PI

+ P2) + (3~lp2 -

P I ll .

T hus, t he modified prob abi lity distribut ions do not create any solution outside t he given bounds, inst ead they scale up t he probabi lity for solutions
inside t he bo un ds , as shown by the solid line in F igur e 2. In t he figur e,
t he par ent solutions are PI and P2. The probability distributions for t he unbounded case (x E [- 00, 00]) and t he bo unded case (x E (x(L), x(U))) are
shown in dashed and solid lines , resp ect ively. It can be observed in the fig-

- - - - Unbounded
Bounded
c:

.D
C

0;

is

:0

"'o

.D

a:

I
/

x (L)

p,

F igur e 2: P rob ability distribu ti on s are shown for bounded and unbounded cases .

Kalyanmoy Deb and Amarendra Kum ar

436

ur e that a solu tion outside the lower and upper bounds has zero probability
to become a child solution, t hereby restricting t he search wit hin t he given
bounds.
The focus of this pap er is to st ud y the performance of the real-cod ed
GA with SBX on multimodal and mu ltiobj ect ive problems . The applica t ion
of binar y-cod ed GA s for the solut ion of these problems is finding increasing
attention. This is because the solution of such problem s requ ires mu ltiple
solutions to be found simultaneously and GAs ar e particula rly suitable for
these problems b ecau se of their inherent population ap proach . In the following , we first investi gat e the applicat ion of real-cod ed GAs to mu lt imodal
problems and then st udy t he multiobj ect ive problems.
3.

Multimodal problems using sharing genetic algorithms

A mu lt imodal problem cont ains mu lt ipl e opt imal solutions in it s search space.
The objective of a mu ltimodal fun ction opt imiza t ion procedure is to find
mu ltiple optimal solut ions having eit her equal or un equal objective fun ct ion
values. The kn owledg e of mu ltiple op t imal solut ions is particularl y useful to
design engineers for choosing an alternative optimal solu tion, as and when
requ ired . In solving for multiple optimal solut ions, tradition al optimization
algorit hms need to be applied as many t imes as the number of optimal soluti ons. This is becau se most of those algorithms are point-by-point search
methods and can on ly find on e op timal soluti on at a time. Sin ce GAs create
a population of solutions inst ead of one solut ion in each it erati on , it may
b e possible to capt ure mu lt iple optimal solut ions in t he population, thereby
allowing GAs t o be applied only once t o find mu ltiple solut ions . After the
pioneering work in [4], resear chers have also develop ed different GA s to find
and main t ain a stable subpop ulat ion of optim al solut ions in the population
(e.g. , [5, 6]) .
In solving multimod al pr obl ems using GA s, the st udy in [4] was motivat ed by a "gedanken" expe riment based on a modified two-armed bandit
problem. It was observed tha t if the reproduction phase is performed with a
modifi ed fitn ess fun ction obtained by degrading the original fitn ess value of
a solution by a cumulat ive measure of the proximity between that solut ion
and the rest of t he population, a stable subp opulati on can be maintained
in t he populati on . They defined a proximit y measure (di j ) between any two
solutions i and j eit her phenotyp ically (with t he problem vari ab les dir ectl y)
or genotyp ically (with corres po nding st rings) . A sharing fun ct ion Sh(di j )
is used to define the sharing effect of on e solut ion t o another based on the
proximity measure of two solu tions as follows:
Sh (di j )

_ { 1 - d~i , if di j 2: a ;

0,

otherwise.

(6)

The par am et er a is the maximum dist an ce between two solutions t hat can
be long to on e optimal solut ion . Thereafter , the cumula t ive proximity (m;) of

Studies on M ult imodal and M ult iobjective Prob lems

437

the ith solut ion in t he ent ire population (of size N) is calculated by summ ing
t he indi vidu al sharing function values as follows:
N

m~ = ~ Sh(di j

(7)

).

j=l

T he repro ducti on is t hen performed wit h the shared fitn ess ii = h l mi instead of the original fitn ess I; T his sha ring t echn ique has been successfully
applied to many mu lti modal problems [5, 6J .
We implement t he st a ted sharing functi on concept in real-coded GAs. It
is important to note that th e implement a tion of sharing is only in the reprodu ction ph as e; th e crossover and mutation opera tors need not b e changed .
The primary differences in t he implement ati on of binary-cod ed and realcoded GAs are in t he coding and in t he recombination operat ors. T hus, the
concept of sharing can also be used in real-coded GAs . Since, in real-coded
GAs th e problem variab les are used dir ectly, phenotypic sharing is a natural
choice. To calculate the proximity measure di j and the paramete r (J , the
following guidelines were suggested in [5J and ar e used here:
di j

( x k(i ) -

(8)

x k(j)r ,

k= l

(J

- -

2{!q

t(

x k(U ) -

x k(L) r

(9)

k= l

where p is t he num ber of variables and q is t he desired number of optimal

solutions .
3 .1

Simulation r esults

T he real-coded GA wit h SBX operator and t he shared reprodu cti on scheme

have been implement ed to solve a number of t est pro blems obtained from
the lit erat ure and also to a number of random bimod al functions. T he perform anc e of real-cod ed GAs has b een compa red wit h binary-cod ed GAs on
all t est fun ct ions.
In solving mult imodal problems using GAs , t he pr imary objective has
been not only t o find all optima l solut ions but also to dist ribute th e po pulation memb ers well amo ng mu ltiple optimal solut ions [5]. To compare t he
performance of different GA implement ati ons, a deviat ion meas ure similar
to chi-squar e was suggeste d in [5]. T his meas ure calculat es th e deviation of
th e distribution of the population from an ideal distribution, which can be
obtained using the modified two-ar med bandit gedanke n expe riment from
[4]. The chi-square deviati on measure is given as

(10)

Kalyanmoy Deb and Amarendra K umar

438

where Tk and Tk ar e th e expec ted valu e and standard deviation of the number
of ideal solut ions in the kth optimal solution in the population, and rk is the
actual number of th e solutions in the kth optimal solution in the populati on .
In all our simulations, all solutions havin g a fitn ess greater t han or equal to
70 percent of t he globally b est fitness are counte d as the number of solutions
(rk) near th e corres ponding optimum. However, the suggest ed valu es of the
par am et ers Tk and r k of th e ideal dist ribution for q optimal solut ions having
fun cti on valu es f k' k = 1,2, . .. , q are as follows [5J :

For nonpeak solutions, Tq+l = 0 and r q+l = V~k=l T~ . Equation (10) suggest s that smaller deviat ion measures W yield better distribut ion of t he populati on on t he optimal solut ions.
3.1.1

Five test function s

Fiv e t est functions , which were used in [5], ar e solved using real-cod ed GAs.
The fun ct ions, th eir dom ain , and the description of the optimal solutions are
given as follows.
MMl:

sin 6 (5?rx)

0 :::; x

<1

Fi ve equispaced maxima wit h equa l fun ct ion

values .
MM2:

exp (-2In2

(X~.~.lr) sin 6(5?rx)

0:::; x:::; 1

Fiv e equispaced maxima with unequ al fun cti on values.

MM3: sin 6 (5?r(x0

75- 0.05))

0 :::; x :::; 1

Five unequispaced maxim a with equal fun ction values.

MM4:

6(

exp ( - 2I n 2 ( X~.~.lr) sin 5?r(x0

75- 0.05))

0 :::; x:::; 1

Five unequispaced maxim a with unequal funct ion values.

MM5:

[1 - ((xi

+ X2

11)2 + ( Xl

+ x~ -

7)2) /2186J

- 6 :::;

Xl , X 2 :::;

Four maxima with equal fun ction values.

The simulat ion results are compared with binary-cod ed GAs having a
single-point crossover operator. The following GA par am et ers are used in all
simulations.

439

Studies on M ultimodal and Mul tiobj ective Problems

Populat ion size N:

100

St ring length R.:

30

(for binary-coded GAs )

Crossover pro bability:

0.9

Mutation prob abili ty:

Distribution index n :

0-500

(for real-coded GAs ).

F igur e 3 shows the deviat ion measure ijJ versu s the distribution index n
on the function MMl. In order to invest igat e the effect of n on t he performance of t he real-cod ed GA s, we have varied n from 0 to 500. Average
deviation measures for generati on s 101 to 200 ar e plot t ed to demonstrat e
that the algorit hms no t only distribut e t heir p opulati ons well among all the
optimal solutions , but also maintain the distribution for a lar ge number of
generations . Fi gure 3 reveals t hat for small values of n , the SEX operator is
unable to maintain stable subpopulations on all five optim al solu tions . The
horizont al das hed lin e is t he deviation measure obtained for t he binar y-cod ed
GAs with single-point cross over on t his function. Fi gur e 3 also shows that
real- coded GAs perform better than binary-coded GAs when n is some what
lar ger than 30. T he distributi on of p opulati on members is further illustr at ed
in Fi gure 4, whe re the deviation measure is plotted with generat ion numbe r.
Figure 4 shows t hat the real-coded GAs with n = 35 and binary-cod ed GAs
perform mor e or less the same and t hat t he real-cod ed GAs wit h n = 200 pe rform mu ch better than t he binary-coded GAs . T he reason a comparatively
larger value of n is required to adequat ely solve the problem can b e explained
as follows. T he deviati on measure described in equation (10) becomes b etter
if the pop ula t ion is well dist ributed among t he optimal solut ions and the
numbe r of lethal individuals (solut ions not belonging to any opt imal soluti on) is low. A little thought will revea l that if two in divid uals belonging t o
two different optimal solutio ns are allowed to cross over , lethal solutions may

10
~

::;

::J

'"c

Binary GA
RealGA
Binary GA with Mating Re striction

.1

tii

":;: 5

o'"

'"a>co
Q;

>
<I:

o L.:.::::'=~==::::::';:'==~::;::::;::3:'::':~~~

50

100

150

2 00

250

300

350

400

4 50

500

Distribution Index, n

F igure 3: Average deviation measure (for generations 101 to 200) is

plotted with distributi on in dex n for function MMl.

K alyanm oy Deb and Amaren dra Kumar

440

13 "
.--~-~---~~-~------,
12

Ql

11

Binary GA

10

Real GA (n=35)
Real GA (n-200)

9 -

'"

8
::;; 7
c;

6
5

4
3
2
1

o L::::iS~~~~~~S~~~~::::::::J
o 20 40 60 80 100 1 20 1 40 160 180 200

Generat ion Number

Figure 4: Deviation measure is plotted wit h generation number for

function MMl.
be created . Und er SBX , t his po ssibility can be minimized by suitably choo sing a dist ribution index, n . In function MM 1, the two ex treme peaks ar e a t
x = 0.1 and x = 0.9 , resp ect ively. Since solutions having a function value
greater than 0.7 are considered to belong to t he niche of an optimal solution ,
the difference between a child solut ion from t he closest parent solution must
be at most equa l to 0.022. T hus, for contracting crossovers, the minimu m
spread factor must b e equa l to f3 = 0.945. If we want t o succeed in 99 percent of crossovers , the correspo nding n can be approximately calculate d by
equa t ing the cumulat ive probab ility of success to 0.99 , as follows:
1 - f3n+1

= 0.99.

For the two ext reme opt imal solutions, the ab ove equat ion demands n R> 80.
For t he two near est optimal soluti ons (x = 0.1 and x = 0.3) t he requ ired
dist ribution index is n R> 18. T he value of n = 35 observed in Figur e 3 is a
compromise between t hese two values of n.
In ord er to improve t he performance of binary-coded GAs wit h sha ring ,
oftentimes, a mating restricti on scheme [5] is used . In a mating rest ricti on
scheme, similar solut ions are only allowed to mate wit h each other, thereby
disallowing t he creation of lethal solutions . The SBX ope rator, on the other
hand , can restrict children solutions to lie in t he vicinity of the parent solutions by using a large value of t he distribu tion ind ex n . Thus, t he mating
restrict ion scheme may not b e necessary with t he SBX operat or to improve
performan ce (eit her on-line p erformance as defined in [7] or our deviation
measure \If) of GAs . In F igur e 3, the dashed-dot line shows t he deviat ion
measur e of the binar y-cod ed GAs with sha ring and ma tin g rest rict ion . It
can be seen in t he figur e t hat t he real-coded GAs with n higher t ha n abo ut
150 can achieve similar or bet t er p erformance t ha n binary-coded GAs wit h
sharing and mat ing rest ricti on schemes t oget her .
Similar experiments are perform ed using the ot her four tes t functions and
simila r result s are obt ained. Fi gur es similar to Figur es 3 and 4 are pr esented
in the Appendix for the fun ct ions MM2 t hrough MM5 .

441

St udies on M ult imodal and Mu lt iob jective Prob lems

3.0

'"

<::

'E"

2.0

a..
'"

1.5

'"
'Qj>"

+ +

+
+

00

0.0

0.5

Binar y GA

Cl

Real GA

1.0

2.5

oo .oC?o90ooo0n066
10

15

20

apq)ooooOoOOoOOOOQOoOO~?~OoO '
25

30

35

40

45

50

Function Number

Figur e 5: Average deviat ion measure (from generations 101 to 200)

of real-coded GAs and binary-coded GAs are plott ed for 50 different
bimodal functions.
3.1.2

Random bimodal function

To fur ther compare t he p erforman ce of real-cod ed GA s with SBX and binarycoded GA s, we have created 50 fun ctions having two peaks locat ed at any
tw o random po ints in the range (0,1). The fun ctional form of t he two-p eaked
fun ction (with opti mal solutions close t o X l and X 2 ) is as follows:

MM6:

O:S X:Sl.

The paramet er b acts like the spread of the opt imal solu tions. We use MM 6
with 50 different random combinat ions of X l, X2 E (0, 1) , and b E (0,0 .05) t o
create 50 bimodal functions .
Binary -code d and real-cod ed GA s are used t o find both op timal soluti ons in the sa me 50 random fun cti ons wit h GA parameters as menti on ed
earlier. The avera ge of t he deviation measure \II of the simulation runs from
generation s 101 to 200 is calcula te d in each case and shown plotted versus
t he fun ct ion number in Figur e 5. The figur e shows that t he p erforman ce of
real-cod ed GAs wit h SBX (n = 200) is consistent ly bet t er t han that of the
binar y-coded GAs. T his is expected becau se in real-co ded GAs t he search
power can be cont rolled using the distribution index, n , With a large value
of n , the real-c od ed GA wit h SBX beh aves like a bin ary-cod ed GA with
sharing and mating restricti on. With large values of n , t he sea rch is always
confined in the vicinity of t he parent solutions . T hus, the soluti ons improve
margin ally in each generation and t he combined effect of shared reproductio n and reco mbination ope rat ors guide t he search par allel y towards each
optimal solut ion . Since, in t he above simula t ion of bin ary-cod ed GAs t he
mating restrict ion scheme is not used , there is no restrict ion for the solut ions from different op t ima t o mat e wit h each other. T hese cross overs some-

Kalyanm oy Deb and A marendra K umar

442

times create some nonoptimal solut ions, which deterior ate the pe rform ance
of binary-cod ed GAs.

3 .2

Fractional sh aring

One crit icism against t he implement ation of shari ng st rategy in GAs is t hat
for every individual in the population the sharing fun cti on needs to be calculat ed for every ot her indi vidual [4, 8]. T his requir es N 2 evaluat ions of
sha ring functions at each generation . However , if pr oper book-keeping is
maintained , this complexity can be reduced to half b ecau se t he sha ring function is commutative (i.e., Sh(d i j ) = Sh(d j i ) ) . Alt hough it is suggeste d in [4],
and later in [16], to use a smaller subpopulation (of O(N )) for calcu lat ing
t he cumulat ive proximity, no simulat ion result s hav e been reported to the
best of our kn owledge. In this sect ion, we investigate the effect of using a
fr act ional population for calculat ing the cumulat ive proximity measur e.
For each ind ividual in t he pop ulation , a small subpopulation P1) of size TJ
(sh ar e size) is chosen at random and sharing function values are calculat ed
for each indi vidu al in t his sub populat ion . Sharing st rat egy remain s the same
as b efore except equat ion (7) is now replaced by the following:
1)

m; = L

Sh(d i j

(11)

).

j =l
j E P'1

It is obvious th at if TJ is equal t o the population size, equa t ion (11) is identi cal
to equat ion (7).
In order to st udy the effect of TJ in the performance of sharing GAs, we
apply both binary- cod ed and real-coded GAs t o t est functi ons MM1 t hrough
MM5 wit h different values of TJ . T he dist ributi on index n is kept t he same
as t hat used in earlier simulat ions (i.e ., wit h TJ = N ). Fi gur e 6 shows t he
var iation of the average deviati on measur e W of GAs in generat ions 401 to 500
wit h TJ (which is also the percentage measur e of sha re size to t he p opulati on
22.5
CD

20.0

17.5

<n

::::;:

15 .0

12 .5

>

CD

MM1
MM2
... MM3
MM4
MM5

10.0

CD

:ir

7.5

CD
>

-c
0.0

L......~~-'-'---'_~~~~~~---'~~~

10

20

30

40

50

60

70

80

90

100

Share Size

F igure 6: Average deviation measure (from generat ions 401 t o 500)

of rea l-cod ed GA s is plotted versu s share size TJ .

Studies on Multimo dal and Multiobjective Problems

443

size). F igure 6 reveals t hat beyond a crit ical value of n (much smaller than
the comp lete popula tion size) , t he pe rformance of G As are similar to t hat of
'f) = N . For example, t his crit ical value is only five percent of the po pulat ion
size in t he case of function MM 1, 15 percent in the case of fun ct ion MM2,
and t en pe rcent for MM3 , MM4 , an d MM5 .
Sim ilar performan ce is obse rved with bin ar y-cod ed GAs in [17]. These
expe rimental result s show that only a small fract ion of t he p opulation size is
sufficient to calculate t he cumulative proximity for prope rly dist rib u ting t he
population to all opt imal solutions .

4.

Multiobj ective problems using nondominated sorting genetic

algorithms

In a multi objec tive opt imizat ion problem , t here is more than on e ob ject ive
fun ct ion , all of which are to be optimized simultaneously. Tr ad it ionally, the
pr act ice is to convert multiple ob ject ives int o one ob jective functi on (usually
a weighted average of t he ob ject ives is used) and t hen treat the pr oblem
as a single ob ject ive opt imizat ion problem. Unfort unately, this tech nique
is subjec tive to the user , with the opt imal solut ion being depe ndent on the
chosen weight vect or . In fact , t he solut ions of the mult iob jecti ve op ti mization
prob lem can be thought of as a collect ion of optimal solut ions obtained by
solving different single ob ject ive fun cti ons t hat are formed by using different
weight vectors . T hese solutions are kno wn as Pareto -optimal solut ions .
In or der to find a number of Paret o-op timal solutions, different exte nsions
of binar y-cod ed GAs have b een tried (e.g., [9, 10, 11]). Because of their
population ap proach , GAs are idle candidates to solve this problem . In one
implement at ion of binary-coded GA s , the concep t of non dominat ed sorti ng of
populat ion members is success fully used t o solve some t est problems [11] and
a number of t russ-structure optimization problems [12]. We briefly describ e
t hat method and show how the sa me conce pt can be used in real-coded GAs
wit h t he SBX operator.
GAs require only one fitness value for an individ ual solution in t he populati on . T hus, an artificial fitness value mu st b e assigned t o each solutio n in
t he populat ion depe nding on the comparat ive values of each obj ective function. In order to assign a fitn ess measur e t o each solution , in [11] the idea
of non dom inat ion among pop ulation m emb ers from [13] is used . In a population , t he nondominat ed solut ions are defined as t hose solut ions which are
bet t er in at least one object ive than any ot her solu tion in the population.
In order to implement such a non dominat ed sort ing conce pt, the following
pro cedure is adopte d .
T he population is sorte d t o find the nondominati on set of solut ions . All
individuals in t his subpo p ula t ion are ass igne d a large artificial fitness
value .
Since t he ob ject ive is to find a number of Pareto -opti mal solutions ,
shar ing is p erformed among t hese nondominat ed solut ions and a new
shared fitness is calculate d for each .

Kalyanmoy Deb and Amarendra Kumar

444

These solut ions are temporar ily counted out of t he populat ion and
the next nondomina ted set is found . These solutions are ass igned an
artificial fitn ess value mar gin ally smaller t han the least shared fitness
value in the pr evious nondominat ed set. This is don e to impose a high er
pr eference for solutions in t he pr evious set than for the cur rent set .
Sharing is perform ed aga in among the new nondominated set and this
proc ess continues until all population membe rs are ran ked in descend ing order of t he nondominated sets.
Thereafter , t he reproduction op eration is perform ed usin g these art ificial fitness values.
Crossove r an d mu t ati on ope rators are applied as usu al.
The preceding procedure is implemented with real-coded GA s and sharing is
p erformed phenotypi cally. The performance of real-cod ed GA s is compared
wit h binary-cod ed GAs in solving t hre e test functions used in an earlier
study [11].

4 .1

Simulat ion r e s ult s

All of the test fun ctions have two objective fun ctions to be minimized , altho ugh t he pr eceding pr ocedure can be used for mo re t han two obj ecti ves.
Mor eover , t he nondominat ed sorting GA s do not restrict the ob jectives to be
of a minimizati on ty pe only. A combination of minimizati on and maximization obj ecti ve fun cti ons can also be handled equally efficient ly. This feature
of nondominated sort ing GA s makes them attract ive in solving mult iobj ect ive problems . In each of t he following three t est problems, t he ob jecti ve is
to find mult ipl e Pareto-optim al solutions.

MOl

mmmuze x 2

Par et o solution :

mmnrnze (x - 2)2

0 :::; x:::; 2.

-x
minimize

M02

if x:::; 1

- 2 + x if 1 < x :::; 3
4- x

if 3 < x :::; 4

- 4 +x if x > 4

Par et o solut ion :

1 :::; x :::; 2 and 4 < x :::; 5.

minim ize (x - 5)2

M03

mimrru ze 2 + (X I
minimize

9 XI -

2)2 + (X2

(X2 -

1)2

1)2

Par et o solution :
Xl = - 2.5.

Studies on Multimodal and Multiobj ective Problems

445

14 13
12
11

Binar y GA
Real GA (n:30)

(])

:5

10

c:

~ 8
o

's
(])

50

100

1 50

200

250

300

350

40 0

450

500

Generation Number

Figur e 7: The deviat ion measures of real-coded GAs and binary-coded

GAs are plotted versus generation numb er for mult iobjective prob lem
MOL
14 13
12
11

BlnaryGA

Real GA (n- 30)

(])

s 10
~

~ 8
c:

6
5

0:;
(])

~t~~MtJlM

1
O

L.....~~~~~~~~~~~~~~~-"-----'

50

10 0

1 50

200

250

300

35 0

40 0

4 50

500

Generation Number

Figure 8: Th e deviati on measures of real-coded GAs and binary-coded

GAs are plotted versus generation numb er for th e multiobj ective problem M02 .
The sa me GA p ar ameters used in the multimodal study are chosen here.
The chi-squar e like deviation measure defined in equat ion (10) is used to
judge the working of the algorit hms. For the t est fun ctions MOl and M02 ,
the dev iation me asures are computed for ten equal int ervals (q = 10) in t he
P areto-optim al set . The p erforman ce of b oth real-coded GAs with SBX and
binary-coded GAs on problem s MOl and M02 are shown in Figures 7 and
8, resp ectively. From bo th figur es it ca n b e observed that the p erformance
of real-cod ed GAs is simi lar to that of binar y-coded GAs.
T he rea l-coded GA has also b een able to find a number of mult iple Paretooptimal solut ions in M03 . As shown in [11], the P ar eto-optim al set for this
problem is the line Xl = -2.5. Figure 9 shows that all p opulation members,
even in generation 500, are distributed along the Pareto-optimal line. Simi lar
resu lt s were found for binary-coded GA s in [11].

Kalyanm oy Deb and Amarendra Kumar

446

,.I:

20
15
10

'<

......sP..';..

-5

-10

-15
-20
-20

-15

-10

-5

x,

10

15

20

F igur e 9: T he pop ula tion of solut ions a t gene ration 500 obtaine d using
t he real-cod ed GA s is shown t o have found t he P aret o-opt imal line in
pro blem M03.

T hese simulation results suggest t hat , similar t o t he nondominated sorting binar y-cod ed GAs, t he nondom inat ed sort ing principle can b e used in
real-cod ed GAs equa lly efficient ly. In order to fur ther test the efficacy of t he
above t echnique, the real-coded GAs with sha ring and nondomin at ed sort ing
are applied to the engineering design of a welded beam .

5.

Welded b eam p roblem

A beam of rect an gul ar cross-section is welded to a memb er to carry a certain

load (F igur e 10). T he welded beam pr oblem is a popu lar engineering design
problem where t he object ive is t o find a set of four vari ab les (h, f.., t , and b)
such that t he cost of fabricat ion of t he welded beam is minimum , subject t o
sat isfying a numb er of const raints [14]. In t he origina l welded beam pr oblem
there are five cons traints .
1. T he bending stress anyw here in t he welded b eam is limi ted to the
allowable st rengt h of t he beam material.

2. The shear st ress in the weld is lim it ed to t he allowable st rengt h of the

weld.
3. Maximum buckling load that can b e carr ied by t he plat e is caused only
by the applied load .
4. T he deflect ion of the end of t he beam is limit ed t o a maximum permissible deflect ion.
5. T he weld size must be smaller than t he thickness of the b eam .

St udies on Multim odal an d Multiobjective Problems

447

I
I

~ . ~11+-_

Figure 10: T he welded beam problem.

T he sing le-ob ject ive, non linear optimization problem can be written as follows:
Minimize cost sub ject to : 91 (X) = Syt - O" (x ) 2: 0,

92(X) = S sy - T(X) 2: 0,
93(X) = Pc(x) - F 2: 0,
94(X) =

o max -

9s (X) = b - h

(12)

o(x) 2: 0 ,

2:

o.

For brevi ty, the expressions for the pr ecedin g constraint s are not given here.
T hey can be found elsewh ere [14, 15J.
5.1

Multiobj ective welded b eam de sign

We convert constraint 94(X) to an addit ional objective fun ct ion o(x). Thus ,
the welded b eam pr oblem now has t he two object ives of bo th mi nimi zing
cost and end-deflect ion of t he beam. T here are now four const raints (91, 92,
93, and 9s) . We use the nondominat ed sor ting GAs discussed in sec tion 4 to
solve t his problem .
At first , the variables are all ass umed to take cont inuous values. T hus,
we use nond ominat ed sorting real-cod ed GAs . A po p ulation size of 100 , a
crossover probability of 1.0, and a mu t ation pr obabi lity of 0.0 are used . A
stochastic rem ain der roulette-wheel select ion scheme is used. A distributi on
index n of 30 is used. The P ar eto-op ti mal solutions foun d aft er 500 generations are prese nted in Figur e 11. Alt ho ugh the Par eto-optim al solutions
are found wit hin t he first 50 generations , th e simulat ion is prolonged for 500
generat ions to det ermine whet her t he GA can main t ai n a stable set of soluti ons long afte r t hey are ini ti ally discovered. Figur e 11 shows that the GA
has been able to find man y Par eto -optim al solut ions in one simula tion run.
T he solution set cont ains a design wit h a low cost of abo ut $3.90 , having
a deflection of abo ut 0.005 inches . The corr esponding design var iables are
h = 0.423, . = 2.457, t = 9.982 , and b = 0.433 inches . The solution set also
contains a cost ly design wit h a cost of about $40, having a low deflect ion
of only 0.0005 inches. T he correspond ing design var iab les are h = 0.426 ,
. = 2.466, t = 9.981, and b = 4.921 inches. The ot her solut ions in the solut ion set reveal t hat the P areto-opt im al solutions vary only in t he value of the
varia ble b. However , neit her of t he two solut ions ment ioned above (or any

Kalyanm oy Deb and A marendra K umar

450

The simula ti on resu lt s show promise in the use of these t echniques to ot her
similar opt imization problems.
The successful applica ti on of real-coded GA s wit h t he SBX ope rator on
continuous variab les in this st udy and in [3] suggests the development of a
combined approach t o genet ic adap tive search using both binar y-cod ed GA s
and real-coded GA s. Oft en , optimization problems in engineering and sciences involve mixed varia bles where some are discrete variables including
zero-one var iab les and some are cont inuous var iables. In t he combined GA
approach, a mixed coding representing discret e and continuous variables may
be used . The bin ary -coded GAs may be used to handle discret e variables and
real-coded GA s may be used to handle con tinuous variables. Althoug h any
standard repr oducti on scheme can be used , the recombinat ion op erators will
dep end on the underlyin g varia ble. T he binary single-p oint crossover or the
simulated binar y crossover may be used depending on whet her t he var iable
being crossed is discrete or cont inuous, resp ecti vely. A similar considerat ion
can b e m ad e wit h the mut ati on ope rator. Su ch a GA will allow only the
feasible values of the vari ables t o be searche d, thereby reducing t he search
effort required t o find the op ti mal solu tion . T his GA will const it ute a robust and flexible search technique that can be used t o solve mixed-variab le
optim ization p roblems effectively [3] .

Acknowle dgment
This work is funded by t he Depar tment of Scien ce and Techno logy, New Delhi
under grant SR /SY/E-06/93 . The aut hors acknowledge the programming
help of Ram Bhush an Agrawal.

Appendix
D e v ia t io n measure plots fo r test functions MM2 through MM5

Q)

'"

Binary GA
RealGA

Q)

::;
c

Binary GA with Mating Restriction

.Q

OJ 4

"o
Q)

Q)

rn

2 -

:>

-c

- - - -

- -- - - - - - - - -

- - - -

- - - - - - -- --

1 o L-------~----~--~--'----'

50

1 00

150

200

2 50

300

350

400

450

500

Dist ribut ion Index, n

F igur e 13: Average deviation meas ure (for generations 101 to 200) is
plotted wit h distributi on index n for fun ct ion MM 2.

451

S t udies on Multim odal and Mu ltiobjective Prob lems

12 r-~~~~~~~r-~r-r-r-r-r-~~~~----,
11

Binary GA
Real GA (n:35 )
Real GA (n=200 )

10

'"

::;;

9
8
7

c:
.Q

0;
.~

20

40

60

80

100

12 0

140

160

180

200

Ge ne ra tio n Numb er

F igure 14: Devia tion measure is plot ted wit h generation numb er for
funct ion MM2 .

10

'"

Binary GA
RealGA

'"

Binary GA with Mating Restrict ion

:;

'"
'"

::;; 7
c
.Q

0;

's
o'"

'"
'"
'Q";
>

-c
o L.::=~=~~==::::=:=;:::::::::8
o 50 100 1 50 200 250 300 350 400 450 500
Distri but ion Inde x

F igur e 15: Aver age dev ia tion measur e (for gener a tions 101 to 200)
plot t ed wit h distrib ut ion index n for function MM 3.

IS

13
12

Binary GA
Real GA (n=60 )
Real GA (n 200)

11

'"
::;;
'c:"

10

:;

''""

.Q

0;

's
Cl>
0

7
5
4
3
2
1
0
0

20

40

60

80

100

120

140

160

180

20 0

Ge nera t ion Numb er

F igure 16: Deviati on measure is plot t ed wit h generation number for

I
fun ct ion MM 3.

Kalyanmoy Deb and A marendra K umar

452

Binary GA
Real GA

ii:

Binary GA with Mating Restriction

'"
Q)

::;:

.2

5 -

.;;

4 -

;;;
Q)

Q)

Ol

'"i>ii

o L..,~~~~~~~~~~~~~~~.o.-J

50

100

150

200

250

300

350

400

450

500

Distribution Index n

Figure 17: Average deviation measure (for generations 101 to 200) is

plotted with distrib ution ind ex n for function MM 4.
12
11
Binary GA
Real GA (n=35)
Real GA (n=200)

10
Q)

"

''""
::;:

Q)

c;
0

~ 5

.S;
Q)

4
3
2
1
0
0

20

40

60

80

100

120

140

160

180

200

Ge ne ra tio n Num be r

Figure 18: Deviation measure is plotted wit h gen eration number for
function MM4 .

Q)

"

Binar y GA
Real GA
Binar y GA with Mating Restriction

'"'"
::;:
Q)

c
.Q

~
>

Q)

~ 4 -

'>"

iii

3
2 L..,~_~~~~~lLc.-~~.!..-.L~....L~~--.J

50

100

150

200

250

300

350

400

450

500

Dist ributi on Index n

F igure 19: Aver age deviation measure (for gen erations 101 to 200) is
plotted with distribution index n for fun ction MM5 .

Studies on Mu ltim odal and Mu ltiobjective Problem s

453

13 ,------.~ ~ ~~ ~~~ ~~~ ~~ ~ ~~~____,

12
11

Binary GA
Real GA (n-35)
Real GA (n-200)

'" 10

~ 9

:g

c:

.~

::;:
o
:;

20

40

60

80

100

120

140

1 60

180

200

Gen eration Number

Figure 20: Deviati on measure is plot t ed wit h gene ration number for
fun ct ion MM5 .

R eferences
[1] Eshelm an , L. J. and Schaffer , J. D. , "Real-coded Genet ic Algorit hm s and
Interval Schemata," in Foun dations of Geneti c Algorithm s, II, edite d by
D . Whitl ey (Morgan K au fman n , San Mateo, CA , 1993) .
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San Mateo, CA, 1991).
[3] Deb , K. and Agr awal, R , "Sim ulat ed Binary Crossover for Cont inu ous Search
Space," Complex Sys tems , 9 (1995) 115-148.
[4] Goldb erg , D . E ., and R ichardson , J ., "Genet ic Algorit hms with Sharing
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(Law re nce Erl ba um Associat es, Hillsd ale, NJ , 1987) .
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[6] Goldberg, D . E. , Deb , K. , a nd Horn , J. , "Massive Mult imo dality , Deception ,
and Genetic Algor it hms," in Parallel Problem S olving from Nature II, edite d
by R Manner and B. Manderick (Nort h-Holland , Amsterdam, 1992) .
[7] De J ong, K. A., "An An alysis of t he Behavior of a Class of Genetic Adaptive Sys te ms ," (doctoral dissertation , Univers ity of Michigan , Ann Arbor) .
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Number 76-9381) .
[8] Sm it h , R E. , Forr est , S., and P erelson , A. S. , "Searching for Diverse, Coope rative P opula tions wit h Gene t ic Algorithms ," (Uni ver sit y of Alabama,
Tu scaloosa , T CGA Rep or t N umb er 92002, 1992) .

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Kalyanmoy Deb and Amarendra K umar

[9] Fonseca , C . M. and F leming P. J ., "Ge net ic Algorit hms for Mult iobject ive
Opti mi zati on : Formulat ion , Discussion , and Generalization ," in Proceedings
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Genet ic Algorit hms ," (Un iversit y of Illinois at Urban a-C hampaign, Illi GAL
Report Number 93005, 1993) .
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221-248.
[12] Sr inivas , N., Mult iobjective Optim izat ion using Nondomin ated S orting in
Gen etic Algorit hm s (mas te r 's t hesis, Indian Inst itute of Technology, Ka npur,
1994) .
[13] Goldberg, D . E. , Gen etic A lgorithms in S earch, Optimization, and Machin e
Learning (Addison-Wesley, Reading , 1989).
[14] Reklaitis, G. V ., Ravindra n , A ., and R agsdell, K M., En gin eering
Optimi zation-Meth ods and App lications (W iley, New York , 1983) .
[15] Deb , K , "Optimal Design of a Welded Beam Structure via Geneti c Algori thms," AIA A Journ al, 29 (1991) 2013-2015.
[16] Oei, C . K , Goldberg, D. E ., and Chang, S-J ., "Tourn ament Select ion , Niching, and the Preservat ion of Diversity," (Univers ity of Illinois at UrbanaChampaign , IlliGAL Rep ort Num be r 91011, 1991) .

[17] K umar , A., "Mult imod al a nd Mult iob ject ive Optimiza tion using Real-cod ed
Genetic Algorit hms ," (mast er 's thes is, Indi an Instit ute of Techno logy, 1996 ).
[18] Deb , K , "GeneAS: A Rob ust Optimal Design Techn iqu e for Mechanical
Comp onent Design ," in Evolut ionary Algorithms in En gin eering App lications,
edited by D . D asgup t a and Z. Michalewicz, (Sp ringer-Verlag, New York , in
press) .