Multi-Objective Dynamic

Optimization
using
Evolutionary Algorithms
by
Udaya Bhaskara Rao N.
under the guidance
of
Dr. Kalyanmoy Deb
Professor
Department of Mechanical Engineering

Kanpur Genetic Algorithms Laboratory

IIT Kanpur
25, July 2006 (11:00 AM)

Birds view

Introduction to DMO.

Test problems in DMO.

NSGA-II application in DMO.

Introduction to hydrothermal scheduling problem.

NSGA-II application on hydrothermal scheduling problem.

Hydrothermal scheduling problem formulation as DMO.

Modifications in the proposed algorithm.

Results and discussion.

Conclusions.

Future scope of work.

Kanpur Genetic Algorithms Laboratory

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Introduction to DMO
Dynamic optimization is optimization in dynamic environment.
i.e. either objective function or constraints are time dependent.

The dynamic multi-objective optimization (DMO) is multiobjective optimization in dynamic environment.

Classification in DMOs :

POS
POF

No change

Change

No change

Type IV

Type I

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Change
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Type II

Introduction to DMO
It is better to go for DMO, whenever the problem is time
dependent.
Advantages in using DMO:
1. By relating time with generation number, number of
variables reduce i.e. the dimension of problem reduces.
2. Whenever problem changes, the new problem adopts
the old solution, which helps in faster convergence.
3. Results for all the problems can be found in one run.
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Test problems in DMO

The following test problems are formulated by Farina et. al.

(2004).
FDA 1 : Constant convex Pareto-optimal front in objective space and linear
change in solution space.

FDA 2 : Pareto-optimal front changes from convex to non convex and no

change in solution space.

FDA 3 : Change in Pareto-optimal front but all convex and linear change in
solution space.

FDA 4 : Constant non convex Pareto-optimal front and linear change in

solution space which is three Dimensional space.

FDA 5 : Change in Pareto-optimal front but all non convex and linear
in solution
space which is three dimensional space.
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Test problems in DMO

FDA 1:

Type I
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Test problems in DMO

FDA 2:

Type III
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Test problems in DMO

FDA 3:

Type II
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Test problems in DMO

FDA 4:

Type I
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Test problems in DMO

FDA 5:

Type II
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NSGA-II application in DMO

Present algorithm is developed based on NSGA-II.
NSGA-ll algorithm can not be applied straightaway on DMO
problems.
Elitism, restricts the upward movement of Pareto-optimal
front in NSGA-II and hence removed.
The term time is correlated with generation number.

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Modified NSGA-II algorithm-I

Elitism removed

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Modified NSGA-II algorithm-II

Elitism
introduced
interactively

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FDA 2 simulation

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FDA 3 simulation

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FDA 5 simulation

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Introduction to hydrothermal
scheduling problem
In hydrothermal systems both hydroelectric and thermal
generating units are to be utilized together to meet the total
power demand.
The hydrothermal problem here consists of Ns number of
thermal and Nh number of hydroelectric generating units
sharing the total power demand.
Minimizing both fuel cost and emission of nitrogen oxides from
the thermal generating units.
The static problem formulation is taken from the work done by
M. Basu (2005). (Weighted sum approach using simulated
annealing)

Kanpur Genetic Algorithms Laboratory

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Introduction to hydrothermal
scheduling problem
In this present work the problem is formulated for two
hydraulic units and four thermal units.
Problem is defined for four timeslots of each 12 hours.
So the total number of variables are 24.
The demand values for these four time slots are as follows:

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Objective functions
Economy:

Emission:

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Constraints
Power balance constraints:

Water availability constraints:

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Constraint handling
Step 1 : The procedure is to be started with the two water
available constraints, as they are independent of variables
related to thermal units.

Step 2 : Constraint equation can be written as,

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Constraint handling
Step 3 : Start with h = 1, m = 1
For finding Phm value from constraint equation, first rewrite
the equation in terms of Phm by taking all four Ph values of the
present hydro unit from GA solution and finding out the
ratios with respect to Phm.
The obtained quadratic equation in terms of Phm is solved
algebraically to get Phm value. Subsequently the positive
value is chosen, so that the lower limit is satisfied
automatically. If it is also satisfied the upper limit go to Step
5, else go to Step 4.
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Constraint handling
Step 4 : m = m + 1, and if m 4 repeat Step 3 else go to Step
6.

Step 5 : Change all four Ph value by using previously calculated

ratios and h = h + 1, if h 2 repeat Step 3, else Exit.

Step 6 : The constraint is not satisfied, so for the present

variable values, the fitness function is to be penalized with
the constraint violation.

If both water availability constraints are satisfied through the

above process, similar analysis is to be done on power
balance constraints
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NSGA-II application on hydrothermal

scheduling problem
Input parameters :
Population size = 240
Number of generations = 1000
Crossover probability = 0.9
Mutation probability = 0.04
Distribution index for crossover =
20
Distribution index for mutation =
50

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Analysis of obtained results

Ph1 vs. F1
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Ph2 vs. F1

Analysis of obtained results

Ps1 vs. F1
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Ps2 vs. F1

Analysis of obtained results

Ps3 vs. F1
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Ps4 vs. F1

Hydrothermal scheduling problem

reformulation as DMO

As the problem parameters change with time, this

problem comes under DMO.

Few modifications required in problem formulation, they

are as follows:
1. Term time should be removed as a variable.
2. All time variable parameters should be directly related with
generation number.

The dimension of problem has reduced from 24 to 6.

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Modifications in the proposed

algorithm

The proposed algorithm can handle the changes occurring

after every 12 hours.

The algorithm is further modified to handle frequent

changes.

The main modifications are as follows:

1. Introducing new solutions at change by generating random
solutions.

2. Introducing new solutions at change by mutating old solutions .

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First modification

Introducing
new
random
solutions
at
change

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Second modification

Introducing
new
mutated
solutions
at
change

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Interpolation

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Results and discussion

Comparison among three modified algorithms :

4
timeslotsLaboratory
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25, July 2006 (11:00 AM)

8
timeslots

Results and discussion

Comparison among three modified algorithms :

16
timeslotsLaboratory
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25, July 2006 (11:00 AM)

48
timeslots

Results and discussion

Comparison among three modified algorithms :

96
timeslotsLaboratory
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25, July 2006 (11:00 AM)

192
timeslots

Results and discussion

Percentage of random new solutions verses performance
index :

4
timeslotsLaboratory
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IIT Kanpur
25, July 2006 (11:00 AM)

8
timeslots

Results and discussion

Percentage of random new solutions verses performance
index :

16
timeslotsLaboratory
Kanpur Genetic Algorithms
IIT Kanpur
25, July 2006 (11:00 AM)

48
timeslots

Results and discussion

Percentage of random new solutions verses performance
index :

96
timeslotsLaboratory
Kanpur Genetic Algorithms
IIT Kanpur
25, July 2006 (11:00 AM)

192
timeslots

Results and discussion

Percentage of mutated new solutions verses
performance index :

4
timeslotsLaboratory
Kanpur Genetic Algorithms
IIT Kanpur
25, July 2006 (11:00 AM)

8
timeslots

Results and discussion

Percentage of mutated new solutions verses
performance index :

16
timeslotsLaboratory
Kanpur Genetic Algorithms
IIT Kanpur
25, July 2006 (11:00 AM)

48
timeslots

Results and discussion

Percentage of mutated new solutions verses
performance index :

96
timeslotsLaboratory
Kanpur Genetic Algorithms
IIT Kanpur
25, July 2006 (11:00 AM)

192
timeslots

Conclusions
1. Static to dynamic conversion of the problem, increases its
convergence rate and simultaneously there also exists a
possibility for dimensionality reduction.
2. Modified NSGA-II algorithms, has yielded better results for
all test problems.
3. The reformulated hydrothermal scheduling problem has
been solved efficiently.
4. The static analysis of hydrothermal scheduling problem
with modified NSGA-II produced better results compared to
previous works.
Kanpur Genetic Algorithms Laboratory
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Conclusions
5.

Best results are produced when the hydrothermal

scheduling problem is formulated into DMO problem,
with considerable reduction in computational time over
static problems.

6.

The final proposed algorithm has increased the

possibility in achieving Pareto-optimal front within short
time period and performs best up to one hour time slot.

Kanpur Genetic Algorithms Laboratory

IIT Kanpur
25, July 2006 (11:00 AM)

Future scope of work

1.

Generalization of the proposed algorithm, would make it

user friendly.

2.

The hydrothermal scheduling problem defined for

individual hydro units, can be extended for cascaded
hydro units.

3.

The present algorithm is used to search for Pareto-optimal

front, this algorithm can be slightly modified to get
reliable and robust Pareto-optimal solutions also.

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Back up
slides

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Parameter Analysis

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Nomenclature

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Input parameters

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Input parameters

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Pareto front
Non-dominated front is Pareto-optimal front.
Trade-off of optimal solutions on F1 vs F2 plot.

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