Graduate School of Information, Production and Systems, Waseda University 6. Basic Network Design 6. Basic Network Design Genetic Algorithms (GAs) are one of the most powerful and broadly applicable stochastic search and optimization techniques based on principles from evolution theory (Holland, 1976): Michalewicz, Z. : Genetic Algorithm + Data Structure = Evolution Programs, 2nd ed., Springer-Verlag, New York, 1994 Gen, M. & R. Cheng: Genetic Algorithms & Engineering Design, John Wiley & Sons, New York, 1997. Recent advances in evolutionary computation have made it possible to solve such practical network optimization problems: Ali, M. & F. Kamoun: “Neural Networks for Shortest Path Computation and Routing in Computer Networks”, IEEE Trans. on Neural Networks, vol.4, pp.941-954, 1993. Perfetti, R. : “Optimization Neural Network for Solving Flow Problems”, IEEE Trans. on Neural Network, Vol.6, No.5, pp.1287-1291, 1995. Gen, M. & K. Ida: Neural Networks and Optimization with Mathematica, Kyoritsu Shuppan, 1998 in Japanese. Ahn, C. W., R. Ramakrishna, C. Kang & I. Choi: “Shortest Path Routing Algorithm using Hopfield Neural Network”, Electronic Letter, Vol.37, No.19, pp.1176-1178, 2001. Soft Computing Lab. WASEDA UNIVERSITY , IPS 2 6. Basic Network Design In the past few years, the genetic algorithms community has turned much of its attention toward the optimization of network design problems: Munakata, T. & D. J. Hashier: “A genetic algorithm applied to the maximum flow problem”, Proc. of the 5th Inter. Conf. on Genetic Algorithms, San Francisco, pp.488-493, 1993. Gen, M. & R. Cheng: Genetic Algorithms and Engineering Design, John Wiley & Sons, New York, 1997. Munetomo, M., Y. Takai & Y. Sato: “A migration Scheme for the Genetic Adaptive routing Algorithm”, Proc. of IEEE Int. Conf. Systems, Man, and Cybernetics, pp.2774-2779, 1998. Inagaki, J., M. Haseyama & H. Kitajima: “A Genetic Algorithm for Determining Multiple Routes and Its Applications”, Proc. of IEEE Int. Symp. Circuits and Systems, pp.137-140, 1999. Gen, M. & R. Cheng: Genetic Algorithms and Engineering Optimization, John Wiley & Sons, New York, 2000. Gen, M., R. Cheng & S.S. Oren: "Network design techniques using adapted genetic algorithms", Advances in Engineering Software, Vol.32, pp.731-744, 2001. Ahn, C.W. & R. Ramakrishna: “A Genetic Algorithm for Shortest Path Routing Problem and the Sizing of Populations”, IEEE Trans. on Evol. Comput., Vol.6, No.6, pp.566-579, 2002. Zhou, G. & M. Gen: “A Genetic Algorithm Approach on Tree-like Telecommunication Network Design Problem”, J. of Operational Research Society, Vol. 54, No. 3, pp.248-254, 2003. Soft Computing Lab. WASEDA UNIVERSITY , IPS 3 vBNS Backbone Network Map http://www.mci.com/index.jsp Soft Computing Lab. 4 WASEDA UNIVERSITY IPS high speed Backbone Network Services vBNS: ,very vBNS Logical Network Map http://www.mci.com/index.jsp Soft Computing Lab. WASEDA UNIVERSITY , IPS 5 6. Basic Network Design 1. Shortest Path Problem (SPP) 2. Maximum Flow (MXF) Problem 3. Minimum Cost Flow (MCF) Problem 4. Bicriteria Network Design Problem (BNP) 5. Multi-criteria Network Design Problem Soft Computing Lab. WASEDA UNIVERSITY , IPS 6 6. Basic Network Design 1. Shortest Path Problem (SPP) 1.1 Basic Concept of Shortest Path Problem 1.2 Application of Shortest Path Problem 1.3 Methods for solving SPP 1.4 Genetic Approach for solving SPP 1.4.1 Reviewing Encoding Methods 1.4.2 Priority-based Genetic Algorithm 1.4.3 Genetic Operators 1.5 Numerical Examples 2. Maximum Flow (MXF) Problem 3. Minimum Cost Flow (MCF) Problem 4. Bicriteria Network Design Problem (BNP) 5. Multi-criteria Network Design Problem Soft Computing Lab. WASEDA UNIVERSITY , IPS 7 1. Shortest Path Problem (SPP) 1.1 Basic Concept of Shortest Path Problem SPP is perhaps the simplest of all network design problems. Data table of example network For this problem, the object is to find a path of minimum cost (or length) from a specified source node s to another specified sink node t, assuming that each arc (i, j)∈A has an associated cost (or length) cij. 18 32 2 4 36 24 16 20 11 s 1 8 t 13 1 5 12 27 15 7 10 1 12 13 3 i cij Soft Computing Lab. 23 6 38 9 j WASEDA UNIVERSITY , IPS i 1 1 2 3 3 3 4 4 5 6 6 7 8 8 9 j 2 3 4 2 5 6 7 8 4 7 9 8 9 10 10 cij 36 27 18 13 12 23 11 32 16 12 38 20 15 24 13 8 1. Shortest Path Problem (SPP) 1.1 Basic Concept of Shortest Path Problem Directed graph G=(V, A) Data table of example network i 1 1 2 3 3 3 4 4 5 6 6 7 8 8 9 where V is a set of nodes, A is a set of links. cij is a cost associated with each arc(i, j) Source node: node 1 Destination node: node n Indicator variable: 1, xij 0, if link (i , j ) is included in the path otherwise 18 32 2 4 36 24 16 20 11 s 1 8 t 13 1 5 12 27 15 7 10 12 Soft Computing Lab. 23 6 38 cij 36 27 18 13 12 23 11 32 16 12 38 20 15 24 13 1 13 3 j 2 3 4 2 5 6 7 8 4 7 9 8 9 10 10 i cij j 9 WASEDA UNIVERSITY , IPS 9 1. Shortest Path Problem (SPP) 1.1 Basic Concept of Shortest Path Problem SPP can be formulated as follows: n n min z cij xij i 1 j 1 n s.t. n x x j 1 ij k 1 ki 1 (i 1) 0 (i 2,3, , n 1) 1 (i n) xij 0 or 1 (i, j 1, 2, , n) Soft Computing Lab. WASEDA UNIVERSITY , IPS 10 1. Shortest Path Problem (SPP) 1.2 Application of Shortest Path Problem This basic model can be applied in many applications such as: Evans, J. R. and E. Minieka: Optimization Algorithms for Networks and Graphs. New York: Marcel-Dkker, 1992. Transportation Planning Salesperson Routing Suppose that a sales person want to go to Los Angeles from Boston and stop over in several city to get some commission. How can she determine the route? Investment Planning How to determine the route road that have prohibitive weight restriction so that the driver can reach the destination within the shortest possible time. How to determine the invest strategy to get an optimal investment plan. Message routing in communication systems The Routing algorithm computes the shortest (least cost) path between the router and all the networks of the internetwork. It is one of the most important issues that has a significant impact on the network’s performance. Soft Computing Lab. WASEDA UNIVERSITY , IPS 11 1. Shortest Path Problem (SPP) 1.2 Application of Shortest Path Problem With the growth of the Internet, Internet Service Providers (ISPs) try to meet the increasing traffic demand with new technology and improved utilization of existing resources. Routing of data packets can affect network utilization. Packets are sent along network paths from source to destination following a protocol. Open Shortest Path First (OSPF) is the most commonly used protocol. Ericsson, M., M.G.C. Resende & P.M. Pardalos: “A Genetic Algorithm for the Weight Setting Problem in OSPF Routing”, J. of Combinatorial Optimization, No.6, pp.299–333, 2002. OSPF is designed for exchanging routing information within a large or very large internetwork. The biggest advantage of OSPF is that it is efficient. OSPF requires very little network overhead even in very large internetworks. The biggest disadvantage of OSPF is its complexity. OSPF requires proper planning and is more difficult to configure and administer. Soft Computing Lab. WASEDA UNIVERSITY , IPS 12 1. Shortest Path Problem (SPP) 1.2 Application of Shortest Path Problem OSPF uses a Shortest Path Routing (SPR) algorithm to compute routes in the routing table. As the size of the link state database increases: The SPR algorithm computes the shortest (least cost) path between the router and all the networks of the internetwork. Memory requirements and route computation times increase. Genetic Algorithm (GA) approaches to the SPR problem in OSPF. Ahn, C.W. & R. Ramakrishna: “A Genetic Algorithm for Shortest Path Routing Problem and the Sizing of Populations”, IEEE Trans. on Evol. Comput., Vol.6, No.6, pp.566-579, 2002. Lin, L., M. Gen & R. Cheng: “Priority-based Genetic Algorithm for Shortest Path Routing Problem in OSPF”, Proc. of 3rd Inter. Conf. on Information and Management Sciences, Dunhuang, China, June 5-10, 2004. The objective of this research considers the quality of solution (path optimality) within the shortest route computation times. Soft Computing Lab. WASEDA UNIVERSITY , IPS 13 1. Shortest Path Problem (SPP) 1.3 Methods for Solving SPP Dijkstra Shortest Path Algorithm Dijkstra, E. W.: "A Note on Two Problems in Connection with Graphs", Numerische Math., No.1, pp.269-271, 1959. Dijkstra's algorithm can be implemented efficiently by storing the graph in the form of adjacency lists and using a heap as priority queue to implement the Extract-Min function. Computes shortest paths in a graph with non-negative edge weights. Bellman-Ford Algorithm Bellman-Ford algorithm computes single-source shortest paths in a weighted graph (where some of the edge weights may be negative). Bellman-Ford is usually used only when there are negative edge weights. Floyd-Warshall Algorithm Floyd-Warshall algorithm is an algorithm to solve the all pairs shortest path problem in a weighted, directed graph by multiplying an adjacency-matrix representation of the graph multiple times. Soft Computing Lab. WASEDA UNIVERSITY , IPS 14 1. Shortest Path Problem (SPP) 1.4 Genetic Approach for Solving SPP How to encode a path in a network is critical for designing a GA. Special difficulties: a path contains variable number of nodes. a random sequence of edges usually does not correspond to a path. 18 32 2 4 36 24 16 t 13 1 Path 1: 1→2→4→8→10 Objective function value: z=110 20 11 s 1 8 5 12 27 15 7 10 1 12 13 3 23 6 38 9 Path 2: 1→2→4→7→8→10 Objective function value: z=109 Path 3: 1→3→5→4→7→8→10 Objective function value: z=110 Soft Computing Lab. WASEDA UNIVERSITY , IPS 15 1. Shortest Path Problem (SPP) 1.4.1 Reviewing Encoding Methods How to encode a solution of the problem into a chromosome is a key issue for GAs. For the nonstring coding approach, three critical issues emerged concerning with the encoding and decoding between chromosomes and solutions: The feasibility of a chromosome The legality of a chromosome Feasibility refers to the phenomenon of whether a solution decoded from a chromosome lies in the feasible region of a given problem. Legality refers to the phenomenon of whether a chromosome represents a solution to a given problem. The illegality of chromosomes originates from the nature of encoding techniques. Repairing techniques are usually adopted to convert an illegal chromosome to a legal one. The uniqueness of mapping The mapping from chromosomes to solutions (decoding) may belong to one of the following three cases: (a) 1-to-1 mapping; (b) n-to-1 mapping; (c) 1-to-n mapping. The 1-to-1 mapping is the best one among three cases And 1-to-n mapping is the most undesired one. Soft Computing Lab. WASEDA UNIVERSITY , IPS 16 1.4.1 Reviewing Encoding Methods a. Priority-based Chromosome (Cheng & Gen, 1997) Cheng & Gen proposed a priority-based encoding method for solving resourceconstrained project scheduling problem (rcPSP) first. And also adopted this method for solving SPP in 1997. Cheng, R. & M. Gen: “Resource Constrained Project Scheduling Problem using Genetic Algorithm”, Inter. J. of Intelligent Auto. and Soft Comput., Vol.3, pp.273-286, 1997. Gen, M., R. Cheng & D. Wang: “Genetic Algorithms for Solving Shortest Path Problems”, Proc. of IEEE Int. Conf. on Evol. Comput., Indianapolis, Indiana, pp.401-406, 1997. They adopted an indirect approach: The path is generated by sequential node appending procedure with beginning from the specified node 1 and terminating at the specified node n. At each step, there are usually several nodes available for consideration. They gave each node a priority with a random mechanism and add the one with the highest priority into path. As we know, a gene in a chromosome is characterized by two factors: locus, i.e., the position of gene located within the structure of chromosome, allele, i.e., the value which the gene takes. In the priority-based encoding method, the position of a gene is used to represent node ID and its value is used to represent the priority of the node for constructing a path among candidates. A path can be uniquely determined from this encoding. Soft Computing Lab. WASEDA UNIVERSITY , IPS 17 1.4.1 Reviewing Encoding Methods a. Priority-based Chromosome (Cheng & Gen, 1997) Example: An example of generated chromosome and its decoded path as follows: 2 1 s 1 5 t 1 7 4 3 6 node ID : 1 2 3 4 5 6 7 priority : 2 1 6 4 5 3 7 path : 1 3 4 7 Advantage: Any permutation of the encoding corresponds to a path (legality). Most existing genetic operators can be easily applied to the encoding. Any path has a corresponding encoding (completeness); any point in solution space is accessible for genetic search. Disadvantage: At some case, n-to-1 mapping may occur for the encoding. Soft Computing Lab. WASEDA UNIVERSITY , IPS 18 1.4.1 Reviewing Encoding Methods b. Variable-length Chromosome (Munemoto et al., 1998) Munemoto et. al. (1998) proposed a variable-length encoding method for network routing problems in a wired or wireless environment. Ahn et. al. (2002) also used the encoding method for solving the shortest path routing (SPR) problem. Munetomo, M., Y. Takai & Y. Sato: “A migration Scheme for the Genetic Adaptive routing Algorithm”, Proc. of IEEE Int. Conf. Systems, Man, and Cybernetics, pp.2774-2779, 1998. Ahn, C.W. & R. Ramakrishna: “A Genetic Algorithm for Shortest Path Routing Problem and the Sizing of Populations”, IEEE Trans. on Evol. Comput., Vol.6, No.6, pp.566-579, 2002. The proposed encoding method consists of sequences of positive integers that represent the IDs of nodes through which a path passes. Each locus of the chromosome represents an order of a node (indicated by the gene of the locus) in a path. The length of the chromosome is variable, but is should not exceed the maximum length n, where n is the total number of nodes in the network, since it never needs more than n number of nodes to form a path. The gene of the first locus encodes the source node, and the gene of second locus is randomly or heuristically selected from the nodes connected with the source node. Soft Computing Lab. WASEDA UNIVERSITY , IPS 19 1.4.1 Reviewing Encoding Methods b. Variable-length Chromosome (Munemoto et al., 1998) Example: An example of generated chromosome and its decoded path as follows: 2 1 s 1 t 1 7 4 3 locus : 1 2 3 4 node ID : 1 3 4 7 5 6 path : 1 3 4 7 Advantage: The mapping from any chromosome to solution (decoding) belongs to 1to-1 mapping (uniqueness). Theoretically, convergence performance is better than the priority-based encoding method. Disadvantage: In general, the genetic operators may generate infeasible chromosomes (illegality) that violate the constraints, generating loops in the paths. Repairing techniques are usually adopted to convert an illegal chromosome to a legal one. Soft Computing Lab. WASEDA UNIVERSITY , IPS 20 1.4.1 Reviewing Encoding Methods c. Fixed-length Chromosome (Inagaki et al., 1999) Inagaki et al. (1999) proposed a fixed-length encoding method determining multiple routes in routing applications. Inagaki, J., M. Haseyama & H. Kitajima: “A Genetic Algorithm for Determining Multiple Routes and Its Applications”, Proc. of IEEE Int. Symp. Circuits and Systems, pp.137-140, 1999. The proposed method are sequences of integers and each gene represents the node ID through which it passes. To encode a route from node 1 to node n, put i in the jth locus of the chromosome. This process is reiterated from the specified node 1 and terminating at the specified node n. If the route does not pass through a node x, select one node randomly from the set of nodes which are connected with node x, and put it in the xth locus. Soft Computing Lab. WASEDA UNIVERSITY , IPS 21 1.4.1 Reviewing Encoding Methods c. Fixed-length Chromosome (Inagaki et al., 1999) Example: An example of generated chromosome and its decoded path as follows: 2 1 s 1 5 t 1 7 4 3 6 locus : 1 2 3 4 5 6 7 node ID : 3 1 4 7 2 4 6 path : 1 3 4 7 Advantage: Any path has a corresponding encoding (completeness). Any point in solution space is accessible for genetic search. Any permutation of the encoding corresponds to a path (legality) using the special genetic operators. Disadvantage: At some case, n-to-1 mapping may occur for the encoding. Furthermore the probability of occurrence of n-to-1 mapping is higher than the priority-based encoding method. In the special genetic operator phase, some offspring may generate new chromosomes that resemble the initial chromosomes in fitness, thereby retarding the process of evolution. Soft Computing Lab. WASEDA UNIVERSITY , IPS 22 1.4.1 Reviewing Encoding Methods Compared with the Performance of Different Encoding Methods: Variable-length encoding method Convergence performance is best than others. However, the genetic operators may generate infeasible chromosomes (illegality). Repairing techniques have to be adopted to convert an illegal chromosome to a legal one. For the computation times, variable-length encoding method may be slow in several large network design problems. Fixed-length encoding method n-to-1 mapping may occur for the encoding. The special genetic operators have to been adopted; thereby some offspring may generate new chromosomes that resemble the initial chromosomes in fitness. Soft Computing Lab. WASEDA UNIVERSITY , IPS 23 1.4.2 Priority-based Genetic Algorithm Priority-based Encoding Method procedure 1: Priority-based Encoding input: number of nodes n output: chromosome vk begin for j=1 to n // step 0 vk(j) j; for i=1 to n / 2 // step 1 repeat jrandom[1, n]; lrandom[1, n]; until l≠j swap (vk(j), vk(l)); output the chromosome vk; // step 2 end Soft Computing Lab. WASEDA UNIVERSITY , IPS 24 1.4.2 Priority-based Genetic Algorithm Decoding Method procedure 2: One Path Growth input: number of nodes n, chromosome vk , the set of nodes Si with all nodes adjacent to node i. output: path Pk begin initial source node i1, Pk ; // step 0 while Si ≠ do // step 1 select l from Si with the highest priority; if vk(l)≠0 then vk(l)=0; Pk Pk{xil}; il; else Si Si \{l} end output the complete path Pk ; // step 2 end Soft Computing Lab. WASEDA UNIVERSITY , IPS 25 1.4.2 Priority-based Genetic Algorithm Illustration of Priority-based GA 18 2 36 1 13 27 8 24 20 11 5 t 1 10 15 7 12 12 23 3 32 4 16 s 1 Data table of example network 13 38 6 9 Chromosome: node ID: j 1 2 3 4 5 6 7 9 10 priority: v(j) 7 3 4 6 2 5 8 10 1 9 Path: 8 1→3→6→7→8→10 Objective function value: z=106 Soft Computing Lab. WASEDA UNIVERSITY , IPS i 1 1 2 3 3 3 4 4 5 6 6 7 8 8 9 j 2 3 4 2 5 6 7 8 4 7 9 8 9 10 10 cij 36 27 18 13 12 23 11 32 16 12 38 20 15 24 13 26 1.4.3 Genetic Operators --- Crossover It operates on two parents (chromosomes) at a time and generates offspring by combining both chromosomes’ features. In network design problem, crossover plays the role of exchanging each partial route of two chosen parents in such a manner that the offspring produced by the crossover represents. In this study, the nature of the priority-based encoding is a kind of permutation representation. Generally, this representation will yield illegal offspring by one-point crossover or other simple crossover operators. During the past decade, several crossover operators have been proposed for permutation representation, such as: Partial-mapped crossover (PMX) Goldberg, D. & R. Lingle, Alleles: “loci and the traveling salesman problem”, Proc. of the 1st Inter. Conf. on GA, pp.154-159, 1985. Order crossover (OX): Davis, L. : “Applying adaptive algorithms to domains”, Proc. of the Inter. Joint Conf. on Artificial Intelligence, pp.1162-164, 1985. Position-based crossover (PX) Davis, L. : “Applying adaptive algorithms to domains”, Proc. of the Inter. Joint Conf. on Artificial Intelligence, pp.1162-164, 1985. Cycle crossover (CX) Oliver, I. & J. Holland: “A study of permutation crossover operators on the traveling salesman problem, Euro. J. of OR, vol.26, pp.187-210, 1986. Heuristic crossover, and so on. Soft Computing Lab. WASEDA UNIVERSITY , IPS 27 1.4.3 Genetic Operators --- Crossover Partial-Mapped Crossover (PMX) PMX was proposed by Goldberg and Lingle. Goldberg, D. & R. Lingle, Alleles: “loci and the traveling salesman problem”, Proc. of the 1st Inter. Conf. on GA, pp.154-159, 1985. PMX can be viewed as an extension of two-point crossover for binary string to permutation representation. It uses a special repairing procedure to resolve the illegitimacy caused by the simple two-point crossover. step 3 : determine mapping relationship step 1 : select the substring at random substring selected parent 1: 1 7 2 3 4 6 5 8 parent 2: 4 6 3 5 7 1 8 2 step 2 : exchange substrings between 3 4 3 5 7 235 47 step 4 : legalize offspring with mapping relationship parent 1: 1 7 3 5 7 6 5 8 parent 2: 4 6 2 3 4 1 8 2 Soft Computing Lab. 2 offspring 1: 1 4 3 5 7 6 2 8 offspring 2: 7 6 2 3 4 1 8 5 WASEDA UNIVERSITY , IPS 28 1.4.3 Genetic Operators --- Crossover Order Crossover (OX) OX was proposed by Davis. Davis, L. : “Applying adaptive algorithms to domains”, Proc. of the Inter. Joint Conf. on Artificial Intelligence, pp.1162-164, 1985. It can be viewed as a kind of variation of PMX with a different repairing procedure. parent 1: 1 7 2 3 4 6 5 8 substring selected offspring: 6 5 2 3 4 7 1 8 parent 2: 4 6 3 5 7 1 8 2 Fig. 6.1 Illustration of the OX operator. Soft Computing Lab. WASEDA UNIVERSITY , IPS 29 1.4.3 Genetic Operators --- Crossover Position-based Crossover (PX) PX was proposed by Syswerda. Davis, L. : “Applying adaptive algorithms to domains”, Proc. of the Inter. Joint Conf. on Artificial Intelligence, pp.1162-164, 1985. It is essentially a kind of uniform crossover for permutation representation together with a repairing procedure. It also can be viewed as a kind of variation of OX in which the nodes are selected inconsecutively. parent 1: 1 7 2 3 4 6 5 8 offspring: 3 7 5 1 4 6 2 8 parent 2: 4 6 3 5 7 1 8 2 Fig. 6.2 Illustration of the PX operator. Soft Computing Lab. WASEDA UNIVERSITY , IPS 30 1.4.3 Genetic Operators --- Crossover However, in all of above approaches: the mechanism of the crossover is not the same as that of the conventional one-point crossover. Some offspring may generate new chromosomes that are not possible to succeed the character of the parents. thereby retarding the process of evolution. We proposed a new crossover operator, Weight Mapping Crossover (WMX). WMX can be viewed as an extension of one-point crossover for permutation representation. As one-point crossover: Two chromosomes (parents) would be to choose a random cut-point. Generate the offspring by using segment of own parent to the left of the one-cut point Then remapping the right segment that base on the weight of other parent of right segment . Soft Computing Lab. WASEDA UNIVERSITY , IPS 31 1.4.3 Genetic Operators --- Crossover Weight Mapping Crossover (WMX) procedure : Weight Mapping Crossover input : v1, v2 , n output : v1', v2' begin p random [1, n]; l n p; for i 1 to l for j 1 to l if v1'[ p i ] s2 [ j ] then for i 1 to l v1'[ p i ] s1[ j ]; s1[i ] v1[ p i ]; for j 1 to l if v2'[ p i ] s1[ j ] then s2 [i ] v2 [ p i ]; s1[] sorting ( s1[]); v2'[ p i ] s2 [ j ]; s2 [] sorting ( s2 []); v1' v1[1 : p ] // v2 [ p 1 : n]; v2' v2 [1 : p ] // v1[ p 1 : n]; Soft Computing Lab. output v1' , v2' ; end WASEDA UNIVERSITY , IPS 32 1.4.3 Genetic Operators --- Crossover Weight Mapping Crossover (WMX) As shown Fig., first we choose a random cut-point p. calculate l that is the length of right segments of chromosomes, where n is number of nodes in the network. Then get mapping relationship by sorting the weight of the right segments s1[∙] and s2[∙]. As one-point crossover, generate the offspring v1’, v2’ by exchange substrings between parents v1, v2; legalize offspring with mapping relationship. step 1: select a cut-point cut-point parent 1 : 2 1 7 4 5 3 6 parent 2 : 3 7 2 6 5 1 4 parent 1 : 1 3 4 7 parent 2 : 1 2 4 5 7 7 step 2: mapping the weight of the right segment 5 3 6 5 1 4 3 5 6 offspring 1 : 1 3 4 5 1 4 5 offspring 2 : 1 2 4 7 step 3: generate offspring with mapping relationship offspring 1 : 2 1 7 4 6 3 5 offspring 2 : 3 7 2 6 4 1 5 Soft Computing Lab. WASEDA UNIVERSITY , IPS 33 1.4.3 Genetic Operators --- Mutation It is relatively easy to produce some mutation operators for permutation representation. During the past decade, several mutation operators have been proposed for permutation representation, such as: Inversion Insertion Displacement Swap mutation. Insertion Mutation Selects a gene at random and inserts it in a random position as follows: select a gene at random parent : 2 1 7 4 5 3 6 parent : 1 3 4 offspring : 1 4 7 insert it in a random position offspring : Soft Computing Lab. 2 5 1 7 4 3 6 WASEDA UNIVERSITY , IPS 7 34 1.4.3 Genetic Operators --- Immigration The trade-off between exploration and exploitation in serial GAs for function optimization is a fundamental issue. If a GA is biased towards exploitation: highly fit members are repeatedly selected for recombination. Although this quickly promotes better members, the population can prematurely converge to a local optimum of the function. If a GA is biased towards exploration: Large numbers of schemata are sampled which tends to inhibit premature convergence. Unfortunately, excessive exploration results in a large number of function evaluations, and defaults to random search in the worst case. Soft Computing Lab. WASEDA UNIVERSITY , IPS 35 1.4.3 Genetic Operators --- Immigration To search effectively and efficiently, a GA must maintain a balance between these two opposing forces. Michael, C.M., C.V. Stewart & R.B. Kelly: “Reducing the Search Time of A Steady State Genetic Algorithm using the Immigration Operator”, Proc. of IEEE Int. Conf. on Tools for AI San Jose, CA, pp.500-501, 1991. Michael et. al. (1991) proposed an immigration operator which, for certain types of functions, allows increased exploration while maintaining nearly the same level of exploitation for the given population size. Immigration operator step 1: The algorithm is modified to include immigration, with each generation generated. step 2: Evaluate μ random members (μ, called the immigration rate). step 3: Replace the μ worst members of the population with the μ random members. This study experimentally examines the immigration operator, and present the effectiveness of this approach for solving network design problems in next section. Soft Computing Lab. WASEDA UNIVERSITY , IPS 36 1.4.3 Genetic Operators --- Selection Selection operators: two basic types of selection scheme used commonly in current practice. Proportionate selection: picks out chromosomes based on their fitness values relative to the fitness of the other chromosomes in the population. Roulette wheel selection Stochastic remainder selection Stochastic universal selection Ordinal-based selection: upon their rank within the population. The chromosomes are ranked according to their fitness values. Tournament selection ( , ) selection Truncation selection Linear ranking selection In this study, the roulette wheel selection, a type of Proportionate selection, is adopted. Soft Computing Lab. WASEDA UNIVERSITY , IPS 37 1.4.4 Overall Procedure GA Procedure for Shortest Path Problem procedure: Priority-based GA for Shortest Path Problem input: network data (V, A, C), GA parameters output: best shortest path begin t 0; initialize P(t) by priority-based encoding; fitness eval(P); while (not termination condition) do crossover P(t) to yield C(t) by weight mapping crossover; mutation P(t) to yield C(t) by insertion mutation; immigration operation to yield C(t) fitness eval(C); select P(t+1) from P(t) and C(t) by roulette wheel selection; t t + 1; end output best shortest path; end Lab. Soft Computing WASEDA UNIVERSITY , IPS 38 1.5 Numerical Examples Test Problems: For examining the effect of different encoding methods, we applied Ahn et al’s method and priority-based encoding method to the 6 test problems: Ahn, C.W. & R. Ramakrishna: “A Genetic Algorithm for Shortest Path Routing Problem and the Sizing of Populations.” IEEE Trans. Evol. Comput., Vol.6, No.6, pp.566-579, 2002. OR-Notes. [Online]. Available: http://mscmga.ms.ic.ac.uk/jeb/or/orweb.html Using the following parameter specifications. Population size: popSize =20 Crossover probability: pC =0.70 Mutation probability: pM =0.50 Immigration rate: μ=3 Maximum generation: maxGen =1000 Terminating condition: 100 generations with same fitness. Each solution is compared with Dijkstra’s algorithm that provides a reference point (optimal solution). Each algorithm was applied to each test problem 20 times (i.e., 20 runs) using different initial populations. All the simulations were performed with Java on Pentium 4 processor (1.5-GHz clock). Soft Computing Lab. WASEDA UNIVERSITY , IPS 39 1.5 Numerical Examples The first numerical example, presented by Ahn et al’s was adopted. The problem comprises 20 nodes and 49 arcs. It is given as follows: (Ahn, C.W. & R. Ramakrishna: “A Genetic Algorithm for Shortest Path Routing Problem and the Sizing of Populations”, IEEE Trans. on Evol. Comput., Vol.6, No.6, pp.566579, 2002.) 1 1 Soft Computing Lab. WASEDA UNIVERSITY , IPS Fig.6.3 Example of the first numerical example 40 1.5 Numerical Examples Convergence property of each algorithm for a Fixed Network With 20 Nodes (Ahn, C.W. & R. Ramakrishna: “A Genetic Algorithm for Shortest Path Routing Problem and the Sizing of Populations”, IEEE Trans. on Evol. Comput., Vol.6, No.6, pp.566-579, 2002.) Objective Function Values 2.5 Dijkstra’s Algorithm Munemoto’s Algorithm Inagaki’s Algorithm Ahn’s Algorithm 2.0 1.5 1.0 0.5 0 Soft Computing Lab. 2 4 6 Generations WASEDA UNIVERSITY , IPS 8 10 41 1.5 Numerical Examples Convergence property of Ahn et al.’s algorithm and proposed algorithm for a Fixed Network With 20 Nodes 260 Ahn et et al. al. 's Algorithm Objective Function Values 240 Proposed Algorithm 220 200 180 160 140 120 0 50 100 150 200 250 300 350 400 450 500 Generations Fig. 6.4 Convergence property of Ahn et al.’s algorithm and proposed algorithm. Soft Computing Lab. WASEDA UNIVERSITY , IPS 42 1.5 Numerical Examples Comparison with results (Ahn, C.W. & R. Ramakrishna: “A Genetic Algorithm for Shortest Path Routing Problem and the Sizing of Populations”, IEEE Trans. on Evol. Comput., Vol.6, No.6, pp.566-579, 2002.) Inagaki’s Algorithm Munemoto’s Algorithm Ahn’s Algorithm Objective Function Value 1200 1000 800 600 400 200 0 15 Soft Computing Lab. 20 25 30 35 40 The Number of Nodes WASEDA UNIVERSITY , IPS 45 50 43 1.5 Numerical Examples Discussion of the Results: Table 6.1 Performance comparisons with different genetic operators Test Problems (# of nodes/ # of arcs) 20/49 80/120 80/632 160/2544 320/1845 320/10208 Optimal Solutions 142.00 389.00 291.00 284.00 394.00 288.00 Best Solutions Alg. 1 148.35 423.53 320.06 429.55 754.94 794.26 Alg. 2 148.53 425.33 311.04 454.98 786.08 732.72 Alg. 3 147.70 418.82 320.15 480.19 906.18 819.85 Alg. 4 143.93 396.52 297.21 382.48 629.81 552.71 Alg. 5 Alg. 6 142.00 389.00 291.62 284.69 395.01 331.09 142.00 389.00 291.00 284.00 394.00 288.00 Alg. 1: FMX+Swap; Alg. 2: OX+Swap; Alg. 3: PX+Swap; Alg. 4: WMX+Swap; Alg. 5: WMX+Swap+Immigration(3); Alg. 6: WMX+Insertion+Immigration(3). The quality of solution with different genetic operators is investigated in Table 1. The path optimality is defined in all test problems, by Alg.6 (WMX+Insertion+ Immigration) that the GA finds the global optimum (i.e., the shortest path). The path optimality is defined in #1, #2 test problems, by Alg.5 (WMX+Swap+ Immigration), The near optimal result is defined in other test problems. By Alg.1 ~ Alg.4, the path optimality is not defined. Since the number of possible alternatives become to very large in test problems, the population be prematurely converged to a local optimum of the function. Soft Computing Lab. WASEDA UNIVERSITY , IPS 44 1.5 Numerical Examples Comparison results of Ahn’s algorithm and Proposed algorithm Table 6.2 Performance comparisons with Ahn’s algorithm and Proposed algorithm. Test Problems (# of nodes/ # of arcs) 142.00 389.00 291.00 284.00 394.00 288.00 Best Solutions Ahn’s Alg. 142.00 389.00 291.00 286.20 403.40 288.90 Prop. Alg. 142.00 389.00 291.00 284.00 394.00 288.00 CPU Times (ms) Ahn’s Alg. 40.60 118.50 109.50 336.20 779.80 1028.30 Prop. Alg. 23.37 96.80 118.50 490.50 1062.50 1498.50 Generation Num. of Obtained best result Ahn’s Alg. 2 4 19 31 44 38 Prop. Alg. 9 4 10 26 11 26 Best solutions 20/49 80/120 80/632 160/2544 320/1845 320/10208 Optimal Solutions 20/49 Soft Computing Lab. 80/120 80/630 160/2544 320/1845 WASEDA UNIVERSITY , IPS Problem size 320/10208 45 1.5 Numerical Examples Different Parameter Settings: Table 6.3 Performance comparisons with different parameter settings Parameter Settings ( popSize / pC : pM ) 10 / 0.3 : 0.1 20 / 0.3 : 0.1 20 / 0.7 : 0.5 Best Solutions CPU Times ( ms ) Generation Num. of Obtained best result Test Problems (# of nodes/ # of arcs) Optimal Solutions 20/49 80/120 80/632 160/2544 142.00 389.00 291.00 284.00 156.20 389.00 313.20 320.90 142.00 389.00 291.00 284.20 10.42 32.80 29.40 67.10 8.37 31.10 34.40 106.30 38 5 43 48 27 1 16 37 320/1845 394.00 478.70 394.00 120.30 250.20 68 18 320/10208 20/49 80/120 80/632 160/2544 320/1845 320/10208 20/49 80/120 80/632 160/2544 320/1845 320/10208 288.00 142.00 389.00 291.00 284.00 394.00 288.00 142.00 389.00 291.00 284.00 394.00 288.00 444.00 145.23 389.00 303.10 298.70 465.70 373.10 142.00 389.00 291.00 286.20 403.40 288.90 288.30 142.00 389.00 291.00 284.20 394.00 288.60 142.00 389.00 291.00 284.00 394.00 288.00 126.40 22.36 56.30 50.10 122.10 213.90 311.00 40.60 118.50 109.50 336.20 779.80 1028.30 400.20 13.34 51.50 56.30 181.20 496.70 631.10 23.37 96.80 118.50 490.50 1062.50 1498.50 25 27 4 18 44 32 61 6 1 19 31 44 38 59 24 1 10 35 17 35 9 1 10 26 11 26 Soft Computing Lab. Ahn’s Alg. Prop. Alg. WASEDA UNIVERSITY , IPS Ahn’s Alg. Prop. Alg. Ahn’s Alg. Prop. Alg. 46 1.5 Numerical Examples Different Parameter Settings with Ahn’s algorithm and Proposed algorithm Parameter Settings ( popSize / pC : pM ) 10 / 0.3 : 0.1 20 / 0.3 : 0.1 30 / 0.3 : 0.1 50 / 0.3 : 0.1 100 / 0.3 : 0.1 10 / 0.7 : 0.5 20 / 0.7 : 0.5 30 / 0.7 : 0.5 50 / 0.7 : 0.5 100 / 0.7 : 0.5 Probability of obtaining the optimal solutions Ahn’s Alg. Proposed Alg. 16.67% 66.67% 16.67% 66.67% 33.33% 83.33% 50.00% 100.00% 33.33% 100.00% 33.33% 83.33% 50.00% 100.00% 50.00% 100.00% 83.33% 100.00% 83.33% 100.00% Probability of obtaining the optimal solutions 100% 80% 60% 40% 20% 0% 10/ 0.3:0.1 20/ 0.3:0.1 Soft Computing Lab. 30/ 0.3:0.1 50/ 0.3:0.1 100/ 0.3:0.1 10/ 0.7:0.5 20/ 0.7:0.5 Parameter Settings , IPS WASEDA UNIVERSITY 30/ 0.7:0.5 50/ 0.7:0.5 100/ 0.7:0.5 47 1.5 Numerical Examples Simulation (# of nodes: 100, # of arcs: 859) Soft Computing Lab. WASEDA UNIVERSITY , IPS 48 6. Basic Network Design 1. Shortest Path Problem (SPP) 2. Maximum Flow (MXF) Problem 2.1 Basic Concept of Maximum Flow Problem 2.2 Application of Maximum Flow Problem 2.3 Methods for solving MXF Problem 2.4 Genetic Approach for solving MXF Problem 2.4.1 Genetic Representation 2.4.2 Genetic Operators 2.5 Numerical Examples 3. Minimum Cost Flow (MCF) Problem 4. Bicriteria Network Design Problem (BNP) 5. Multi-criteria Network Design Problem Soft Computing Lab. WASEDA UNIVERSITY , IPS 49 2. Maximum Flow (MXF) Problem Data table of example network 2.1 Basic Concept of Maximum Flow Problem [Online]. Available: http://www-b2.is.tokushima-u.ac.jp/ ~ikeda/suuri/maxflow/Maxflow.shtml.en MXF is in a sense a complementary model to SPP. MXF seeks a feasible solution that sends the maximum amount of flow from a specified source node s to another specified sink node t. If we interpret uij as the maximum flow rate of arc (i, j), MXF identifies the maximum steady-state flow that the network can send from node s to node t per unit time. 2 60 f 40 30 30 1 60 3 30 4 Soft Computing Lab. 50 30 40 60 30 20 s 60 5 6 20 7 40 30 40 8 60 30 t 9 30 10 50 11 f 50 i WASEDA UNIVERSITY , IPS uij j i 1 1 1 2 2 2 3 3 3 4 5 6 6 6 6 7 7 8 8 9 9 10 j 2 3 4 3 5 6 4 6 7 7 8 5 8 9 10 6 10 9 11 10 11 11 uij 60 60 60 30 40 30 30 50 30 40 60 20 30 40 30 20 40 30 60 30 50 50 50 2. Maximum Flow (MXF) Problem 2.1 Basic Concept of Maximum Flow Problem Directed graph G=(V, A) where V is a set of nodes, A is a set of links. uij is a capacity associated with each link(i, j) Source node: node 1 Destination node: node n 2 60 f 40 30 30 1 60 3 30 4 50 30 40 60 30 20 s 60 5 6 20 7 40 30 40 8 60 30 t 9 50 30 50 10 i Soft Computing Lab. f 11 uij j WASEDA UNIVERSITY , IPS Data table of example network i 1 1 1 2 2 2 3 3 3 4 5 6 6 6 6 7 7 8 8 9 9 10 j 2 3 4 3 5 6 4 6 7 7 8 5 8 9 10 6 10 9 11 10 11 11 uij 60 60 60 30 40 30 30 50 30 40 60 20 30 40 30 20 40 30 60 30 50 50 51 2. Maximum Flow (MXF) Problem 2.1 Basic Concept of Maximum Flow Problem MXF problem can be formulated as follows: max z f f (i 1) s. t. xij xki 0 (i 2,3, , n 1) j 1 k 1 f (i n) 0 xij uij , (i, j ) A n n f 0 Soft Computing Lab. WASEDA UNIVERSITY , IPS 52 2. Maximum Flow (MXF) Problem 2.2 Application of Maximum Flow Problem This basic MXF model can be applied in many applications such as: Ahuj, R. K., T. L. Magnanti & J. B. Orlin: Network Flows. Prentice-Hall, Upper Saddle River, NJ, 1993. Scheduling on Uniform Parallel Machines Distributed Computing on a Two-Processor Computer The feasible scheduling problem, described in the preceding paragraph, is a fundamental problem in this situation and can be used as a subroutine for more general scheduling problems, such as the maximum lateness problem, the (weighted) minimum completion time problem, and the (weighted) maximum utilization problem. Distributed computing on a two-processor computer concerns assigning different modules (subroutines) of a program to two processors in a way that minimizes the collective costs of interprocessor communication and computation.. Tanker Scheduling Problem Soft Computing Lab. A steamship company has contracted to deliver perishable goods between several different origin-destination pairs. Since the cargo is perishable, the customers have specified precise dates (i.e., delivery dates) when the shipments must reach their destinations.. WASEDA UNIVERSITY , IPS 53 2. Maximum Flow (MXF) Problem 2.3 Methods for solving MXF Problem Ford-Fulkerson Algorithm It works by finding a flow augmenting path in the graph. By adding the flow augmenting path to the flow already established in the graph, the maximum flow will be reached when no more flow augmenting paths can be found in the graph. Maximum Flow Algorithm An incremental algorithm for max-flow problem that tries to find the max-flow in the network as an edge is deleted or inserted in the network, is presented. It has also been shown that other cases of a unit change can be considered as a special case of insertion and deletion of an edge in the network. Soft Computing Lab. WASEDA UNIVERSITY , IPS 54 2. Maximum Flow (MXF) Problem 2.4 Genetic Approach for solving MXF Problem Munakata, T. and D. J. Hashier: “A genetic algorithm applied to the maximum flow problem,” Proc. of 5th Int. Conf. on Genetic Algorithms, pp. 488-493, 1993. The maximum flow problem appears to be more challenging in applying GAs than many other common graph problems (e.g., shortest path, minimum spanning tree) Its unique characteristic: A flow at each edge can be anywhere between zero and its flow capacity, i.e., has more "freedom" to choose. In many other problems, selecting an edge may mean to simply add a fixed distance. it In the maximum flow problem, two conditions must be satisfied: The flow at each edge must be between zero and its flow capacity. At each vertex, the incoming flow and outgoing flow must balance. Soft Computing Lab. WASEDA UNIVERSITY , IPS 55 2.4 Genetic Approach for solving MXF Problem 2.4.1 Genetic Representation procedure 1: Priority-based Encoding input: number of nodes n output: chromosome vk begin for j=1 to n // step 0 vk(j) j; for i=1 to n / 2 // step 1 repeat jrandom[1, n]; lrandom[1, n]; until l≠j swap (vk(j), vk(l)); output the chromosome vk; // step 2 end Soft Computing Lab. WASEDA UNIVERSITY , IPS 56 2.4 Genetic Approach for solving MXF Problem The decoding procedure is a two-stage process. First stage: the path is generated by one-path growth procedure It is given in procedure 2 With beginning from the specified node 1 and terminating at the specified node n. At each step, add the one with the highest priority into path. procedure 2: One-path Growth input: number of nodes n, chromosome vk , the set of nodes Si with all nodes adjacent to node i. output: path Pk step 0: the source node i1, Pk step 1: if Si=, goto step 3; otherwise, continue. step 2: select l from Si with the highest priority, and go back to step 1. if vk(l)≠0 then vk(l)=0; Pk Pk{xil}; il; else vk(l)=0 step 3: output the complete path Pk ; Pk {x1l1 , xl1 ,l2 , xl2 ,l3 , ..., xlm 1 ,lm } Soft Computing Lab. WASEDA UNIVERSITY , IPS 57 2.4 Genetic Approach for solving MXF Problem The decoding procedure is a two-stage process. Second stage: overall paths are generated by overall paths growth procedure For a given path, we can calculate its flow fk By removing the used capacity from uij of each arc, we have a new network with the new flow capacity ũij. With the one-path growth procedure (procedure 2), we can obtain the second path. By repeating this procedure we can obtain the maximum flow for the given chromosome till no new network can be defined in this way. It is given in procedure 3. Soft Computing Lab. WASEDA UNIVERSITY , IPS 58 2.4 Genetic Approach for solving MXF Problem procedure 3: Overall-path Growth input: network data (V, A, U), chromosome vk , the set of nodes Si with all nodes adjacent to node i output: number of paths Lk , the flow fik of each path, iLk step 0: number of paths l0 step 1: if S1=, go to step 7; otherwise, l l +1, continue. step 2: the implementation of path Plk growth is based on procedure 2. Select the sink node a of path plk. step 3: if the sink node a=n, continue; otherwise, perform the set of nodes Si update as follows, return to step 1. S i S i {a}, i step 4: calculate the flow flk of the path Plk. f l k f l k1 min{ uij | (i, j ) Plk } step 5: perform the flow capacity uij of each arc update. Make a new flow capacity ũij as follows: u~ij u ij min{ u ij (i, j ) Pl k } step 6: if the flow capacity ũij=0, perform the set of nodes Si update which the node j adjacent to node i. step 7: output number of paths Lk l -1, the flow fik of each path, iLk . si si { j} , (i, j ) Pl k & u~ij 0 Soft Computing Lab. WASEDA UNIVERSITY , IPS 59 2.4 Genetic Approach for solving MXF Problem Illustration of Priority-based GA 40 2 60 f 30 30 1 60 30 20 s 60 60 5 50 3 30 40 7 t 50 9 30 20 40 4 60 40 6 30 30 8 30 f 11 50 10 Chromosome: node ID : 1 2 3 4 5 6 7 8 9 10 11 priority : 2 1 6 4 11 9 8 10 5 3 7 Soft Computing Lab. WASEDA UNIVERSITY , IPS Data table of example network i 1 1 1 2 2 2 3 3 3 4 5 6 6 6 6 7 7 8 8 9 9 10 j 2 3 4 3 5 6 4 6 7 7 8 5 8 9 10 6 10 9 11 10 11 11 uij 60 60 60 30 40 30 30 50 30 40 60 20 30 40 30 20 40 30 60 30 50 50 60 2.4 Genetic Approach for solving MXF Problem Illustration of Priority-based GA 2 60 f 60 Chromosome: 60 node ID : 1 2 3 4 5 6 7 8 9 10 11 priority : 2 1 6 4 11 9 8 10 5 3 7 i 1 0 2 Si l Pk fk 2, 3, 4 20 2, 3, 4 50 1 1 2, 3, 4 3 1, 3 2 4, 6, 7 6 1, 3, 6 3 5, 8, 9, 10 5 1, 3, 6, 5 4 8 8 1, 3, 6, 5, 8 5 9, 11 11 1, 3, 6, 5, 8, 11 0 1 1 2, 3, 4 3 1, 3 2 4, 6, 7 6 1, 3, 6 3 8, 9, 10 8 1, 3, 6, 8 4 9, 11 11 1, 3, 6, 8, 11 Soft Computing Lab. 60 30 20 8 60 30 t 3 30 4 S1 5 30 30 s 1 k 40 50 30 40 6 20 7 40 30 40 9 30 50 f 11 50 10 k : number of paths i : start node Si : the set of nodes l : sink node Pk : the kth path S1 : the set of nodes with all nodes adjacent to node 1 fk : maximum possible flow WASEDA UNIVERSITY , IPS 61 2.4 Genetic Approach for solving MXF Problem Illustration of Priority-based GA 2 60 1 Chromosome: node ID : 1 2 3 4 5 6 7 8 9 10 11 priority : 2 1 6 4 11 9 8 10 5 3 7 4 60 i 0 Si l Pk 1 1 2, 3, 4 3 1, 3 2 4, 7 7 1, 3, 7 3 6, 10 6 1, 3, 7, 6 4 9, 10 9 1, 3, 7, 6, 9 5 10, 11 11 1, 3, 7, 6, 9, 11 0 S1 60 2, 4 4 1, 4 2 7 7 1, 4, 7 3 6, 10 6 1, 4, 7, 6 4 9, 10 9 1, 4, 7, 6, 9 5 10, 11 11 1, 4, 7, 6, 9, 11 Soft Computing Lab. 60 30 20 8 60 30 t 3 30 4 50 30 40 6 20 7 40 30 40 9 30 50 f 11 50 10 fk 2, 4 60 2,4 70 1 1 5 30 30 s f k 3 40 k : number of paths i : start node Si : the set of nodes l : sink node Pk : the kth path S1 : the set of nodes with all nodes adjacent to node 1 fk : maximum possible flow WASEDA UNIVERSITY , IPS 62 2.4 Genetic Approach for solving MXF Problem Illustration of Priority-based GA 2 60 1 Chromosome: node ID : 1 2 3 4 5 6 7 8 9 10 11 priority : 2 1 6 4 11 9 8 10 5 3 7 6 60 i 0 Si l Pk 1 1 2, 4 4 1, 4 2 7 7 1, 4, 7 3 10 10 1, 4, 7, 10 4 11 11 1, 4, 7, 10, 11 0 60 fk 2 100 2 110 1 1 2 2 1, 2 2 3, 5, 6 5 1, 2, 5 3 8 8 1, 2, 5, 8 4 9, 11 11 1, 2, 5, 8, 11 Soft Computing Lab. 60 30 20 8 60 30 t 3 30 4 S1 5 30 30 s f k 5 40 50 30 40 6 20 7 40 30 40 9 30 50 f 11 50 10 k : number of paths i : start node Si : the set of nodes l : sink node Pk : the kth path S1 : the set of nodes with all nodes adjacent to node 1 fk : maximum possible flow WASEDA UNIVERSITY , IPS 63 2.4 Genetic Approach for solving MXF Problem Illustration of Priority-based GA 2 60 1 Chromosome: node ID : 1 2 3 4 5 6 7 8 9 10 11 priority : 2 1 6 4 11 9 8 10 5 3 7 8 i 0 Si l Pk 1 1 2 2 1, 2 2 3, 5, 6 5 1, 2, 5 3 8 8 1, 2, 5, 8 4 9 9 1, 2, 5, 8, 9 5 10, 11 11 1, 2, 5, 8, 9, 11 0 1 2 3 4 5 60 S1 2 60 Soft Computing Lab. 2 6 9 10 11 1, 2 1, 2, 6 1, 2, 6, 9 1, 2, 6, 9, 10 1, 2, 6, 9, 10, 11 60 30 20 8 60 30 t 3 30 4 50 30 40 6 20 7 40 30 40 9 30 50 f 11 50 10 fk 140 1 2 3, 6 9, 10 10 11 5 30 30 s f k 7 40 k : number of paths i : start node Si : the set of nodes l : sink node Pk : the kth path S1 : the set of nodes with all nodes adjacent to node 1 fk : maximum possible flow 160 WASEDA UNIVERSITY , IPS 64 2.4 Genetic Approach for solving MXF Problem Data table of example network Illustration of Priority-based GA 40/40 2 60/60 160 60/60 5 8 60/60 20/30 20/20 30/30 30/30 s 60/60 1 3 6 50/50 40/40 40/40 4 30/40 7 9 20/30 10/30 20/20 40/60 50/50 t 11 160 50/50 10 Chromosome: node ID : 1 2 3 4 5 6 7 8 9 10 11 priority : 2 1 6 4 11 9 8 10 5 3 7 Objective function value: z=160 i Soft Computing Lab. xij / uij j WASEDA UNIVERSITY , IPS i 1 1 1 2 2 2 3 3 3 4 5 6 6 6 6 7 7 8 8 9 9 10 j 2 3 4 3 5 6 4 6 7 7 8 5 8 9 10 6 10 9 11 10 11 11 uij 60 60 60 30 40 30 30 50 30 40 60 20 30 40 30 20 40 30 60 30 50 50 65 2.4 Genetic Approach for solving MXF Problem 2.4.2 Genetic Operators • Here the position-based crossover operator proposed by PMX (Partial Mapped Crossover) (Gen-Cheng97, pp.119-125) was adopted. • It uses a special repairing procedure to resolve the illegitimacy caused by the simple two-point crossover as follows: step 3 : determine mapping relationship step 1 : select the substring at random substring selected parent 1: parent 2: 1 4 7 6 2 3 3 5 4 7 6 1 5 8 3 4 3 5 7 235 47 8 2 step 4 : legalize offspring with mapping relationship step 2 : exchange substrings between parent 1: 1 7 3 5 7 6 5 8 parent 2: 4 6 2 3 4 1 8 2 Soft Computing Lab. 2 offspring 1: 1 4 3 5 7 6 2 8 offspring 2: 7 6 2 3 4 1 8 5 WASEDA UNIVERSITY , IPS 66 2.4 Genetic Approach for solving MXF Problem 2.4.2 Genetic Operators Mutation: The swap mutation operator was used here, in which two positions are selected at random and their contents are swapped as follows: exchanging points parent: 1 7 2 3 4 6 5 8 offspring: 1 7 6 3 4 2 5 8 Selection: The roulette wheel approach, a type of fitnessproportional selection, was adopted. Soft Computing Lab. WASEDA UNIVERSITY , IPS 67 2.4 Genetic Approach for solving MXF Problem GA Procedure for Maximum Flow Problem procedure: Priority-based GA for Maximum Flow Problem input: network data (V, A, U), GA parameters output: best maximum flow begin t 0; initialize P(t) by priority-based encoding; fitness eval(P); while (not termination condition) do crossover P(t) to yield C(t) by partial mapped crossover; mutation P(t) to yield C(t) by swap mutation; fitness eval(C); select P(t+1) from P(t) and C(t) by roulette wheel selection; t t + 1; end output best maximum flow; end Soft Computing Lab. WASEDA UNIVERSITY , IPS 68 2.5 Numerical Examples Test Problems: The numerical examples, presented by T. Munakata & D.J. Hashier, was adopted. Munakata, T. and D. J. Hashier: “A genetic algorithm applied to the maximum flow problem,” Proc. of 5th Int. Conf. on Genetic Algorithms, pp. 488-493, 1993. Using the following parameter specifications. Population size: popSize =10 Crossover probability: pC =0.50 Mutation probability: pM =0.50 Maximum generation: maxGen =1000 Terminating condition: 100 generations with same fitness. All the simulations were performed with Java on Pentium 4 processor (1.5-GHz clock). Soft Computing Lab. WASEDA UNIVERSITY , IPS 69 2.5 Numerical Examples Test Problem 1: The first numerical example, presented by Munakata & Hashier, was adopted. The problem comprises 25 nodes and 49 arcs. It is given as follows: 10 2 7 15 8 6 20 f 20 1 5 4 8 8 10 9 15 13 20 20 14 20 20 15 4 5 10 10 6 15 11 22 15 20 16 20 30 8 19 8 20 10 25 23 25 f 30 10 25 30 24 25 15 10 25 18 20 10 Soft Computing Lab. 20 8 20 20 10 17 25 15 5 4 15 20 20 15 3 20 12 i uij j 21 WASEDA UNIVERSITY , IPS 70 2.5 Numerical Examples 10/10 2 7 12 14/15 8/8 5/25 9/20 4/6 18/20 5/5 4 /4 3 8 13/20 1 20/20 8/8 10/10 4 15/15 9 7/15 10 19 5/10 23 30/30 6/8 10/10 25 90 30/30 20 25/25 20/20 15 24 9/15 5/10 9/20 10/10 15/15 10/10 6 30/30 5/25 15/15 4/4 5 22 4/8 10/20 14 2/20 20/20 25/25 18 15/20 20/20 19/20 10/10 4/8 20/20 13 15/15 2/5 90 17 11 16 i 21 xij / uij j Objective function value: z=90 (optimal solution) Generation Num. of Obtained best result: 34 Best Chromosome: node ID : priority: 1 2 3 4 5 6 8 25 2 12 15 20 Soft Computing Lab. 7 8 9 10 11 1 16 21 14 7 12 13 14 15 16 6 18 23 3 13 WASEDA UNIVERSITY , IPS 17 18 19 20 21 22 23 24 25 4 17 5 11 9 24 19 10 22 71 2.5 Numerical Examples flow Process of Genetic Computing Soft Computing Lab. WASEDA UNIVERSITY , IPS 72 2.5 Numerical Examples Test Problem 2: The first numerical example, presented by Munakata & Hashier, was adopted. The problem comprises 25 nodes and 56 arcs. It is given as follows: 10 2 5 8 20 18 6 3 20 f 1 20 9 4 7 12 Soft Computing Lab. 6 6 15 30 25 f 20 8 23 6 22 10 22 8 6 5 14 5 15 18 9 6 10 7 20 20 9 5 10 7 20 20 17 10 13 8 7 10 8 5 15 21 8 12 8 9 10 12 6 8 16 5 7 20 8 2 7 10 11 11 19 8 10 15 i uij j 9 15 UNIVERSITY , IPS WASEDA 24 73 2.5 Numerical Examples 10/10 2 8/8 18/18 7 6/6 3 5/7 20/20 17 8/15 5/5 91 20/20 1 7/9 4 6/10 13 1/10 8/8 20/20 15/20 9 7/7 10/10 5 13/20 7/22 10 7/12 23 6/6 14/15 i 19 uij j 5/9 9/10 15 25 91 8/8 3/6 6/15 6 22/30 20/20 6/6 4/5 3/7 22 8/8 18 14 15/15 21 4/8 9/12 8 9/9 6/10 12 4/8 20/20 16 4/5 20 7/8 2/2 10/10 18/20 8/11 11 24 Objective function value: z=91 (optimal solution) Generation Num. of Obtained best result: 67 Best Chromosome: node ID : 1 13 14 15 priority: 20 10 5 22 25 23 11 6 18 1 16 12 3 2 7 14 15 19 4 13 17 8 21 24 9 Soft Computing Lab. 2 3 4 5 6 7 8 9 10 11 12 16 WASEDA UNIVERSITY , IPS 17 18 19 20 21 22 23 24 25 74 2.5 Numerical Examples flow Process of Genetic Computing Soft Computing Lab. WASEDA UNIVERSITY , IPS 75 2.5 Numerical Examples Simulation (# of nodes: 80, # of arcs: 826) Soft Computing Lab. WASEDA UNIVERSITY , IPS 76 6. Basic Network Design 1. Shortest Path Problem (SPP) 2. Maximum Flow (MXF) Problem 3. Minimum Cost Flow (MCF) Problem 3.1 Basic Concept of MCF Problem 3.2 Application of MCF Problem 3.3 Methods for solving MCF Problem 3.4 Genetic Approach for solving MCF Problem 3.4.1 Genetic Representation 3.4.2 Genetic Operators 3.5 Numerical Examples 4. Bicriteria Network Design Problem (BNP) 5. Multicriteria Network Design Problem Soft Computing Lab. WASEDA UNIVERSITY , IPS 77 3. Minimum Cost Flow (MCF) Problem Data table of example network 3.1 Basic Concept of MCF Problem MCF model is the most fundamental of all network design problems. The problem is to determine the minimum cost plan for sending flow through the network to satisfy supply and demand requirements. The problem is defined by a given set of arcs and a given set of nodes, where each are has a known capacity uij and unit cost cij and each node has a fixed external flow. SPP model is a special case of MCF when the flow q =1. 2 18, 60 q 16, 40 5 19, 60 8 14, 30 13, 30 15, 20 s 18, 60 16, 30 17, 30 t 1 19, 60 3 16, 50 6 17, 30 15, 30 18, 30 15, 20 17, 60 4 15, 40 19, 40 7 9 19, 50 11 14, 30 17, 50 13, 40 10 i Soft Computing Lab. q cij, uij WASEDA UNIVERSITY , IPS j i 1 1 1 2 2 2 3 3 3 4 5 6 6 6 6 7 7 8 8 9 9 10 j 2 3 4 3 5 6 4 6 7 7 8 5 8 9 10 6 10 9 11 10 11 11 cij 18 19 17 13 16 14 15 16 17 19 19 15 16 15 18 15 13 17 18 14 19 17 uij 60 60 60 30 40 30 30 50 30 40 60 20 30 40 30 20 40 30 60 30 50 50 78 3. Minimum Cost Flow (MCF) Problem Data table of example network 3.1 Basic Concept of MCF Problem Directed graph G=(V, A) where V is a set of nodes, A is a set of links. uij is a capacity associated with each link(i, j) cij is unit cost associated with each link(i, j) Source node: node 1 Destination node: node n 2 18, 60 q 16, 40 5 19, 60 8 14, 30 13, 30 15, 20 s 18, 60 16, 30 17, 30 t 1 19, 60 3 16, 50 6 17, 30 15, 30 18, 30 15, 20 17, 60 4 15, 40 19, 40 7 19, 50 9 14, 30 17, 50 13, 40 10 i Soft Computing Lab. q 11 cij, uij j WASEDA UNIVERSITY , IPS i 1 1 1 2 2 2 3 3 3 4 5 6 6 6 6 7 7 8 8 9 9 10 j 2 3 4 3 5 6 4 6 7 7 8 5 8 9 10 6 10 9 11 10 11 11 cij 18 19 17 13 16 14 15 16 17 19 19 15 16 15 18 15 13 17 18 14 19 17 uij 60 60 60 30 40 30 30 50 30 40 60 20 30 40 30 20 40 30 60 30 50 50 79 3. Minimum Cost Flow (MCF) Problem 3.1 Basic Concept of MCF Problem MCF problem can be formulated as follows: n n min z cij xij i 1 j 1 q (i 1) s. t. xij xki 0 (i 2,3, , n 1) i 1 k 1 q (i n) n n 0 xij uij , (i, j ) A q: total flow value Soft Computing Lab. WASEDA UNIVERSITY , IPS 80 3. Minimum Cost Flow (MCF) Problem 3.2 Application of Minimum Cost Flow (MCF) Problem This basic MCF model can be applied in many applications such as: Ahuj, R. K., T. L. Magnanti & J. B. Orlin: Network Flows, Prentice-Hall, Upper Saddle River, NJ, 1993. Transportation Problem There are a set of nodes called sources, and a set of nodes called destinations. All arcs go from a source to a destination. There is a per-unit cost on each arc. Each source has a supply of material, and each destination has a demand. It can be solved by applying Min-cost Flow Algorithm Distribution Problem The distribution of a product from manufacturing plants to warehouses, or from warehouses to retailers The flow of raw material and intermediate goods through the various machining stations in a production line The routing of automobiles through an urban street network The routing of calls through the telephone system. Soft Computing Lab. WASEDA UNIVERSITY , IPS 81 3. Minimum Cost Flow (MCF) Problem 3.3 Methods for solving MCF Problem Ahuj, R. K., T. L. Magnanti & J. B. Orlin: Network Flows, Prentice-Hall, Upper Saddle River, NJ, 1993. Successive Shortest Path Algorithm The successive shortest path algorithm maintains optimality of the solution at every step and strives to attain feasibility. Primal-dual Algorithm The primal-dual algorithm for the minimum cost flow problem is similar to the successive shortest path algorithm in the sense that it also maintains a pseudoflow that satisfies the reduced cost optimality conditions and gradually converts it into a flow by augmenting flows along shortest paths. Out-of-Kilter Algorithm The out-of-kilter algorithm, which satisfies only the mass balance constraints, so intermediate solutions might violate both the optimality conditions and the flow bound restrictions. Soft Computing Lab. WASEDA UNIVERSITY , IPS 82 3.4 Genetic Approach for solving MCF Problem 3.4.1 Genetic Representation procedure 1: priority-based encoding input: number of nodes n output: chromosome vk begin for j=1 to n // step 0 vk(j) j; for i=1 to n / 2 // step 1 repeat jrandom[1, n]; lrandom[1, n]; until l≠j swap (vk(j), vk(l)); output the chromosome vk; // step 2 end Soft Computing Lab. WASEDA UNIVERSITY , IPS 83 3.4 Genetic Approach for solving MCF Problem The decoding procedure is a two-stage process. First stage: the path is generated by One-path growth procedure It is given in procedure 2 With beginning from the specified node 1 and terminating at the specified node n. At each step, add the one with the highest priority into path. procedure 2: One-path Growth input: number of nodes n, chromosome vk , the set of nodes Si with all nodes adjacent to node i. output: path Pk step 0: the source node i1, Pk step 1: if Si=, goto step 3; otherwise, continue. step 2: select l from Si with the highest priority, and go back to step 1. if vk(l)≠0 then vk(l)=0; Pk Pk{xil}; il; else vk(l)=0 step 3: output the complete path Pk . Pk {x1l1 , xl1 ,l2 , xl2 ,l3 , ..., xlm 1 ,lm } Soft Computing Lab. WASEDA UNIVERSITY , IPS 84 3.4 Genetic Approach for solving MCF Problem The decoding procedure is a two-stage process. Second stage: overall paths are generated by overall paths growth procedure For a given path, we can calculate its flow fk and the cost ck. By removing the used capacity from uij of each arc, we have a new network with the new flow capacity ũij. With the one-path growth procedure (procedure 2), we can obtain the second path. By repeating this procedure we can obtain the maximum flow for the given chromosome till the flow fk is larger than total flow value q. It is given in procedure 3. Soft Computing Lab. WASEDA UNIVERSITY , IPS 85 3.4 Genetic Approach for solving MCF Problem procedure 3: Overall-path Growth input: network data (V, A, C, U), chromosome vk , the set of nodes Si with all nodes adjacent to node i output: number of paths Lk , the flow fik and the cost cik of each path, iLk step 0: number of paths l0 step 1: if flow fk >q, go to step 7; otherwise, l l +1, continue. step 2: the implementation of path Plk growth is based on procedure 2. Select the sink node a of path plk. step 3: if the sink node a=n, continue; otherwise, perform the set of nodes Si update as follows, return to step 1. S i S i {a}, i Soft Computing Lab. WASEDA UNIVERSITY , IPS 86 3.4 Genetic Approach for solving MCF Problem step 4: calculate the flow flk and the cost clk of the path Plk. f l k f l k1 min{ uij | (i, j ) Plk } c c k l k l 1 n n cij ( f l k f l k1 ), (i, j ) Pl k i 1 j 1 step 5: perform the flow capacity uij of each arc update. Make a new flow capacity ũij as follows: u~ij u ij min{ u ij (i, j ) Pl k } step 6: if the flow capacity ũij=0, perform the set of nodes Si update which the node j adjacent to node i. si si { j} , (i, j ) Pl k & u~ij 0 step 7: output number of paths Lk l -1, the flow fik and the cost cik of each path, iLk . Soft Computing Lab. WASEDA UNIVERSITY , IPS 87 3.4 Genetic Approach for solving MCF Problem Data table of example network Illustration of Priority-based GA 16, 40 2 18, 60 q 19, 60 5 8 14, 30 13, 30 15, 20 s 18, 60 16, 30 17, 30 t 1 19, 60 16, 50 3 15, 40 6 17, 30 15, 30 9 18, 30 19, 40 4 11 q 14, 30 15, 20 17, 60 19, 50 17, 50 13, 40 7 10 cij, uij i j Chromosome: node ID : 1 2 3 4 5 6 7 8 9 10 11 priority : 2 1 6 4 11 9 8 10 5 3 7 Soft Computing Lab. WASEDA UNIVERSITY , IPS i 1 1 1 2 2 2 3 3 3 4 5 6 6 6 6 7 7 8 8 9 9 10 j 2 3 4 3 5 6 4 6 7 7 8 5 8 9 10 6 10 9 11 10 11 11 cij 18 19 17 13 16 14 15 16 17 19 19 15 16 15 18 15 13 17 18 14 19 17 uij 60 60 60 30 40 30 30 50 30 40 60 20 30 40 30 20 40 30 60 30 50 50 88 3.4 Genetic Approach for solving MCF Problem Illustration of Priority-based GA 2 18, 60 16, 40 13, 30 15, 20 19, 60 3 16, 50 6 17, 30 15, 30 1 2 3 4 5 6 7 8 9 10 11 priority : 2 1 6 4 11 9 8 10 5 3 7 18, 60 16, 30 17, 30 4 15, 40 18, 30 15, 20 17, 60 node ID : 8 t 1 Chromosome: 19, 60 14, 30 s q 5 19, 40 7 9 19, 50 q 11 14, 30 17, 50 13, 40 10 q = 60 k i 1 0 2 1 2 3 4 5 0 1 2 3 4 Si l Pk S1 flk clk 20 87 30 69 1 2, 3, 4 4, 6, 7 5, 8, 9, 10 8 9, 11 3 6 5 8 11 2, 3, 4 4, 6, 7 8, 9, 10 9, 11 3 6 8 11 Soft Computing Lab. 1, 3 1, 3, 6 1, 3, 6, 5 1, 3, 6, 5, 8 1, 3, 6, 5, 8, 11 2, 3, 4 1 1, 3 1, 3, 6 1, 3, 6, 8 1, 3, 6, 8, 11 2, 3, 4 WASEDA UNIVERSITY , IPS k : number of paths i : start node Si : the set of nodes l : sink node Pk : the kth path S1 : the set of nodes with all nodes adjacent to node 1 flk : the total flow clk : minimum possible cost 89 3.4 Genetic Approach for solving MCF Problem Illustration of Priority-based GA 2 18, 60 16, 40 13, 30 15, 20 3 16, 50 6 17, 30 15, 30 4 1 2 3 4 5 6 7 8 9 10 11 priority : 2 1 6 4 11 9 8 10 5 3 7 q = 60 k i 3 0 1 2 3 4 5 Si l Pk S1 flk clk 2, 4 10 85 1 2, 3, 4 4, 7 6, 10 9, 10 10, 11 Soft Computing Lab. 3 7 6 9 11 1, 3 1, 3, 7 1, 3, 7, 6 1, 3, 7, 6, 9 1, 3, 7, 6, 9, 11 18, 60 16, 30 17, 30 WASEDA UNIVERSITY , IPS 15, 40 18, 30 15, 20 17, 60 node ID : 8 t 19, 60 1 Chromosome: 19, 60 14, 30 s q 5 19, 40 7 9 19, 50 q 11 14, 30 17, 50 13, 40 10 k : number of paths i : start node Si : the set of nodes l : sink node Pk : the kth path S1 : the set of nodes with all nodes adjacent to node 1 flk : the total flow clk : minimum possible cost 90 3.4 Genetic Approach for solving MCF Problem Illustration of Prioritybased GA i 19, 20/60 5 2 Data table of example network j 8 16, 30/30 18, 50/60 15, 20/20 s 60 cij, xij /uij t 19, 60/60 1 16, 50/50 3 15, 10/40 6 9 19, 10/50 11 17, 10/30 15, 10/20 7 4 10 Chromosome: node ID : 1 2 3 4 5 6 7 8 9 10 11 priority : 2 1 6 4 11 9 8 10 5 3 7 Objective function value: z=20*87+30*69+10*85 =4660 Soft Computing Lab. WASEDA UNIVERSITY , IPS 60 i 1 1 1 2 2 2 3 3 3 4 5 6 6 6 6 7 7 8 8 9 9 10 j 2 3 4 3 5 6 4 6 7 7 8 5 8 9 10 6 10 9 11 10 11 11 cij 18 19 17 13 16 14 15 16 17 19 19 15 16 15 18 15 13 17 18 14 19 17 uij 60 60 60 30 40 30 30 50 30 40 60 20 30 40 30 20 40 30 60 30 50 5091 3.4 Genetic Approach for solving MCF Problem 3.4.2 Genetic Operators • Here the position-based crossover operator proposed by PMX (Partial Mapped Crossover) (Gen-Cheng97, pp.119-125) was adopted. • It uses a special repairing procedure to resolve the illegitimacy caused by the simple two-point crossover as follows: step 3 : determine mapping relationship step 1 : select the substring at random substring selected parent 1: parent 2: 1 4 7 6 2 3 3 5 4 7 6 1 5 8 3 4 3 5 7 235 47 8 2 step 4 : legalize offspring with mapping relationship step 2 : exchange substrings between parent 1: 1 7 3 5 7 6 5 8 parent 2: 4 6 2 3 4 1 8 2 Soft Computing Lab. 2 offspring 1: 1 4 3 5 7 6 2 8 offspring 2: 7 6 2 3 4 1 8 5 WASEDA UNIVERSITY , IPS 92 3.4 Genetic Approach for solving MCF Problem 3.4.2 Genetic Operators Mutation: The swap mutation operator was used here, in which two positions are selected at random and their contents are swapped as follows: exchanging points parent: 1 7 2 3 4 6 5 8 offspring: 1 7 6 3 4 2 5 8 Selection: The roulette wheel approach, a type of fitnessproportional selection, was adopted. Soft Computing Lab. WASEDA UNIVERSITY , IPS 93 3.4 Genetic Approach for solving MCF Problem GA Procedure for solving MCF Problem procedure: Priority-based GA for Solving MCF Problem input: network data (V, A, C, U), GA parameters output: best minimum cost begin t 0; initialize P(t) by priority-based encoding; fitness eval(P); while (not termination condition) do crossover P(t) to yield C(t) by partial mapped crossover; mutation P(t) to yield C(t) by swap mutation; fitness eval(C); select P(t+1) from P(t) and C(t) by roulette wheel selection; t t + 1; end output best minimum cost; end Soft Computing Lab. WASEDA UNIVERSITY , IPS 94 3.5 Numerical Examples Test Problems: The numerical examples, presented by Munakata & Hashier, was adopted. Munakata, T. and D. J. Hashier: “A genetic algorithm applied to the maximum flow problem,” Proc. of 5th Int. Conf. on Genetic Algorithms, pp. 488-493, 1993. Using the following parameter specifications. Population size: popSize =10 Crossover probability: pC =0.50 Mutation probability: pM =0.50 Maximum generation: maxGen =1000 Terminating condition: 100 generations with same fitness. All the simulations were performed with Java on Pentium 4 processor (1.5-GHz clock). Soft Computing Lab. WASEDA UNIVERSITY , IPS 95 3.5 Numerical Examples Test Problem 1: The first numerical example, presented by Munakata & Hashier, was adopted. The problem comprises 25 nodes and 49 arcs. It is given as follows: 2 10, 10 7 10, 15 13, 8 10, 6 10, 20 13, 20 q 1 32, 20 4 8 9, 15 15, 8 35, 10 9 12, 15 13 631, 20 7, 20 14 10 6 7, 10 14, 15 18 15 19 22 14, 20 10, 10 35, 25 20 14, 25 4, 20 16 10, 30 23 2, 30 3, 8 3, 10 14, 20 21 WASEDA UNIVERSITY , IPS 25 q 3, 30 24 12, 25 5, 15 11 8, 25 5, 8 7, 20 9, 15 33, 10 7, 10 Soft Computing Lab. 7, 20 5, 20 5 11, 8 34, 20 135, 20 3, 10 13, 4 17 6, 20 11, 15 4, 5 8, 20 11, 25 4, 15 15, 5 33, 4 3 12 i cij , uij j 96 3.5 Numerical Examples 10, 10/10 2 7 10, 15/15 13, 8/8 12 11, 10/25 6, 10/20 10, 5/6 10, 18/20 3 17 15, 5/5 33, 4/4 8 9, 15/15 13 18 8, 20/25 22 10, 30/30 13, 14/20 11, 15/15 4, 2/5 q=70 32, 20/20 15, 8/8 1 4 9 12, 7/15 35, 10/10 135, 14/20 3, 10/10 9, 3/15 13, 4/4 5 10 631, 4/20 14, 15/15 14 15 7, 18/20 19 10, 10/10 q=70 23 2, 20/30 25 3, 8/8 3, 20/30 3, 10/10 14, 7/20 2014, 20/25 24 4, 15/20 7, 4/10 6 7, 20/20 11 16 21 Total flow value q = 70 Objective function value: z= 6969 Generation Num. of Obtained best result:863 Best Chromosome: node ID : priority: 1 2 3 1 16 11 Soft Computing Lab. 4 5 6 7 8 9 10 11 12 13 14 15 16 9 6 5 7 8 15 10 3 12 13 21 4 22 14 18 20 24 17 25 23 2 19 WASEDA UNIVERSITY , IPS 17 18 19 20 21 22 23 24 25 97 3.5 Numerical Examples Process of Genetic Computing cost Soft Computing Lab. WASEDA UNIVERSITY , IPS 98 3.5 Numerical Examples Test Problem 2: The first numerical example, presented by Munakata & Hashier, was adopted. The problem comprises 25 nodes and 56 arcs. It is given as follows: 2 3, 10 8, 10 2, 20 3 3, 5 14, 8 7 8 7, 5 q 1 33, 20 4 13 33, 8 5 4, 7 12, 10 11, 12 6 12, 15 8, 20 12, 6 10 17 18 15 31, 15 22 6, 30 q 25 7, 20 30, 8 23 11, 6 19 6, 6 10, 20 8, 4 35, 6 14, 5 7, 8 2,15 21 12, 7 15, 10 11, 22 20 26, 9 34, 10 2, 9 14 3, 5 30, 7 634, 20 Soft Computing Lab. 9, 7 9 6, 8 9, 10 12, 8 16 30, 10 6, 12 12, 9 126, 20 11, 5 12 4, 6 6, 8 13, 2 12, 7 32, 8 29, 11 7, 18 13, 6 10, 20 11 9, 15 35, 9 8, 10 WASEDA UNIVERSITY , IPS i 24 cij , uij j 99 3.5 Numerical Examples 3, 10/10 2 20 14, 8/8 7, 8/18 7 2, 18/20 29, 10/11 11 13, 6/6 3 16 30, 6/10 12 32, 8/8 26, 8/9 12, 6/7 10, 14/20 6, 6/12 8 10, 20/20 17 31, 3/15 7, 3/5 q=72 1 33, 20/20 12, 9/9 4 34,9/10 13 8, 15/20 9 5 3, 5/5 30, 3/7 35, 6/6 14, 2/5 14 11,2 /22 10 6, 16/30 25 q=72 7, 20/20 18 2, 3/9 4, 7/7 12, 10/10 22 8,4/ 4 33, 8/8 126, 20/20 2,10/15 21 30, 8/8 23 11, 4/6 9, 6/15 19 6, 6/6 8, 6/10 15 6 24 Total flow value q = 72 Objective function value: z=5986 Generation Num. of Obtained best result:132 Best Chromosome: node ID : 1 6 7 priority: 10 25 15 24 11 4 7 Soft Computing Lab. 2 3 4 5 8 9 10 11 12 13 14 15 8 12 6 5 9 13 14 3 16 17 18 1 20 22 19 23 21 2 WASEDA UNIVERSITY , IPS 16 17 18 19 20 21 22 23 24 25 100 3.5 Numerical Examples Process of Genetic Computing 7000 6900 6800 6700 cost 6600 6500 6400 6300 6200 6100 6000 5900 0 50 100 150 200 250 generation Soft Computing Lab. WASEDA UNIVERSITY , IPS 101 3.5 Numerical Examples Simulation (# of nodes: 80, # of arcs: 857) Soft Computing Lab. WASEDA UNIVERSITY , IPS 102 6. Basic Network Design 1. Shortest Path Problem (SPP) 2. Maximum Flow (MXF) Problem 3. Minimum Cost Flow (MCF) Problem 4. Bicriteria Network Design Problem (BNP) 4.1 Introduction of BNP 4.2 BNP Formulation 4.3 Genetic Approach for solving BNP 4.3.1 Genetic Representation 4.3.2 Decoding Method 4.3.3 Fitness Assignment 4.3.4 Genetic Operators 4.4 Numerical Examples 5. Multi-criteria Network Design Problem Soft Computing Lab. WASEDA UNIVERSITY , IPS 103 4. Bicriteria Network Design Problem (BNP) In real-life applications, network design is often the case that the network to be built is required to optimize multicriteria simultaneously. Marathe, M. V., R. Ravi, R. Sundaram, S. S. Ravi, D. J. Rosenkrantz, and H. B. Hunt: “Bicriteria network design problems,” J. Algorithms, vol. 28, no. 1, pp. 142-171, Jul. 1998. Lo, C. and W. Chang: “A multiobjective hybrid genetic algorithm for the capacitated multipoint network design problem,” IEEE Trans. Syst., Man, Cybern. B, vol. 30, no. 3, pp. 461-470, Jun. 2000. Kim, J. R. and M. Gen: “A genetic algorithm for bicriteria communication network topology design,” Eng. Val. Cost Analysis, vol. 3, pp. 351-363, 2000. Raghavan, S., M. O. Ball, and V. S. Trichur: “Bicriteria product design optimization,” Institute for Systems Research, Tech. Rep. TR 2001-8, 2001. [Online]. Available: http://techreports.isr.umd.edu/ARCHIVE/ Kumar, R., P. P. Parida, and M. Gupta: “Topological design of communication networks using multiobjective genetic optimization,” Proc. Cong. Evol. Comput., May. 2002, vol. 1, pp. 425-430. Yuan, D.: “A bicriteria optimization approach for robust OSPF routing,” Proc. IPOM, 2003, pp. 91-98. Medaglia, A. L. and S. Fang: “A genetic-based framework for solving (multi-criteria) weighted matching problems,” Eur. J. Oper. Res., vol. 149, pp.77-101, Jan. 2003. Yang, H., M. Maier, M. Reisslein, and W. M. Carlyle: “A genetic algorithm-based methodology for optimizing multiservice convergence in a metro WDM network,” J. Lightwave Technol., vol. 21, no. 5, pp. 1114-1133, May. 2003. Zhou, G., H. Min, and M. Gen: “A genetic algorithm approach to the bi-criteria allocation of customers to warehouses,” Int. J. Production Economics, vol. 86, pp. 35-45, Oct. 2003. Soft Computing Lab. WASEDA UNIVERSITY , IPS 104 4.1 Introduction of BNP The problems may arise when designing: In a communication network, find a set of links which consider the low cost (or delay) and the high throughput (or reliability) for increasing the network performance. In a manufacturing system, the two criteria under consideration are minimizing cost and maximizing manufacturing. Marathe, M. V., R. Ravi, R. Sundaram, S. S. Ravi, D. J. Rosenkrantz, and H. B. Hunt: “Bicriteria network design problems,” J. Algorithms, vol. 28, no. 1, pp. 142-171, Jul. 1998. Yuan, D.: “A bicriteria optimization approach for robust OSPF routing,” Proc. IPOM, 2003, pp. 91-98. Yang, H., M. Maier, M. Reisslein, and W. M. Carlyle: “A genetic algorithm-based methodology for optimizing multiservice convergence in a metro WDM network,” J. Lightwave Technol., vol. 21, no. 5, pp. 1114-1133, May. 2003. Raghavan, S., M. O. Ball, and V. S. Trichur: “Bicriteria product design optimization,” Institute for Systems Research, Tech. Rep. TR 2001-8, 2001. [Online]. Available: http://techreports.isr.umd.edu/ARCHIVE/ In a logistic system, the main drive to improve logistics productivity is the enhancement of customer services and asset utilization through a significant reduction in order cycle time (lead time) and logistics costs. Zhou, G. , H. Min, and M. Gen: “A genetic algorithm approach to the bi-criteria allocation of customers to warehouses,” Int. J. Production Economics, vol. 86, pp. 35-45, Oct. 2003. Soft Computing Lab. WASEDA UNIVERSITY , IPS 105 4.1 Introduction of BNP The Bicriteria Network Design Problem (BNP) is known as NP-hard (Garey and Johnson, 1979), it is not simply an extension from single objective to two objectives. Garey, M. and D. Johnson: Computers and Intractability: A Guide to the Theory of NP-Completeness, W.H. Freeman, New York, 1979. In generally, we can not get the optimal solution of the problem because these objectives usually conflict with each other in practice. The real solutions to the problem are a set of Pareto optimal solutions (Chankong and Haimes, 1983). For solving the BNP, the set of efficient paths may be very large and possibly exponential in size. Chankong, V. and Y.Y. Haimes: Multiobjective Decision Making Theory and Methodology. North-Holland, New York, 1983. Thus the computational effort required to solve it can increase exponentially with the problem size in the worst case. While the tractability of the problem is of importance when solving large scale problems, the issue concerning with the size of the efficient set is important to a decision maker. Having to evaluate a large efficient set in order to select the best one poses a considerable cognitive burden on decision makers. Therefore, in such cases, obtaining the entire Pareto optimal set is of little interest to decision makers. Soft Computing Lab. WASEDA UNIVERSITY , IPS 106 4.1 Introduction of BNP Recently, GAs have received considerable attention regarding their potential as a novel approach to multiobjective optimization problems, known as evolutionary or genetic multiobjective optimization. Deb, K. : Multiobjective Optimization Using Evolutionary Algorithms, Wiley, Chichester, UK, 2001. The basic feature of GAs is the multiple directional and global search by maintaining a population of potential solutions from generation to generation. The population-to-population approach is hopeful to explore Pareto optimal or nondominated solutions. GAs do not have much mathematical requirements about the problems and can handle any kind of objective functions and constraints. Due to their evolutionary nature, GAs can search for solutions without regard to the specific inner workings of the problem. Therefore, GAs is possibly well suited to the multiobjective optimization problems. Soft Computing Lab. WASEDA UNIVERSITY , IPS 107 4.1 Introduction of BNP The bicriteria shortest path problem is one of BNPs, which of finding a diameter-constrained shortest path from a specified source node s to another specified sink node t. This problem, termed the multi-objective shortest path problem (MOSP) in the literature is NP-complete. Warburton (1987) presented the first fully polynomial approximation scheme (FPAS) for it. Warburto, A.: “Approximation of Pareto optima in multiple-objective, shortest path problems,” Operations Research, vol. 35, no. 1, pp. 70-79, 1987. Hassin (1992) provided a strongly polynomial FPAS for the problem which improved the running time of Warburton. Hassin, R.: “Approximation schemes for the restricted shortest path problem,” Math. Of Operations Research, vol. 17, no. 1, pp. 36-42, Feb. 1992. Soft Computing Lab. WASEDA UNIVERSITY , IPS 108 4.1 Introduction of BNP The general classes of BNPs with minimum two objectives (under different cost functions) are defined and extended to the more multi-criteria network design problems. Ravi et al. (1994) presented an approximation algorithm for finding good broadcast networks. Ravi, R.: "Rapid rumor ramification: approximating the minimum broadcast time,” Proc. 35th Annual IEEE Foundations of Comput. Sci., pp. 202-213, 1994. Ganley et al. (1995) consider a more general problem with more than two objective functions. Ganley, J. L., M. J. Golin, and J. S. Salowe: “The multi-weighted spanning tree problem,” Proc. 1st COCOON, pp. 141-150, Springer-Verlag, LNCS, 1995. Marathe et al. (1998) consider three different criteria of network and presented the first polynomial-time approximation algorithms for a large class of BNP. Marathe, M. V., R. Ravi, R. Sundaram, S. S. Ravi, D. J. Rosenkrantz, and H. B. Hunt: “Bicriteria network design problems,” J. Algorithms, vol. 28, no. 1, pp. 142-171, 1998. Soft Computing Lab. WASEDA UNIVERSITY , IPS 109 4.1 Introduction of BNP In this study, we dominated BNP with more complexity cases as two criteria problem that maximum flow and minimum cost considered. Priority-based encoding method (Cheng and Gen, 1994) has been improved. Considering the characteristic of priority-based encoding method, we proposed a new crossover operator called as Weight Mapping Crossover (WMX) Insertion mutation operator and Immigration operator (Michael et al., 1991) was adopted. Cheng, R. and M. Gen: “Evolution program for resource constrained project scheduling problem,” Proc. of Int. Conf. Evol. Comput., pp.736-741, 1994. For maximizing flow, different form other genetic representation methods, such as path oriented encoding method, priority-based encoding method can represent various efficient paths by each chromosome. Michael, C.M., C.V. Stewart and R. B. Kelly: “Reducing the search time of a steady state genetic algorithm using the immigration operator”, Proc. IEEE Int. Conf. Tools for AI, San Jose, CA, pp.500-501, 1991. These methods provide a search capability that results in improved quality of solution and enhanced rate of convergence. For ensure the population diversity in MOGA, Adaptive Weight Approach (AWA) which is one of weighted-sum approach, was adopted. Gen, M. and R. Cheng: Genetic Algorithms and Engineering Optimization, John Wiley & Sons, New York, 2000. Their elements represent that weights are adjusted adaptively based on the current generation to obtain search pressure toward the positive ideal point. Soft Computing Lab. WASEDA UNIVERSITY , IPS 110 4.2 BNP Formulation 4.2 BNP Formulation In this study, we present a mathematical programming formulation of the bicriteria network design model including MXF model and MCF model. Different from the generic BNP, the problem’s efficient set of paths may be very large, possibly exponential in size. Thus the computational effort required to solve it can increase exponentially with the problem size in the worst case. In a network with flow capacities and costs on the arcs, BNP is to determine both the maximum possible flow z1 and minimum cost z2 in the same time, from a source to a sink. max z1 f n min n z 2 cij xij i 1 j 1 f (i 1) s. t. xij xki 0 (i 2,3, , n 1) j 1 k 1 f (i n) 0 xij uij , (i, j ) A n n f 0 Soft Computing Lab. WASEDA UNIVERSITY , IPS 111 4.3.1 Genetic Representation Priority-based encoding method procedure 1: Priority-based Encoding input: number of nodes n output: chromosome vk begin for j=1 to n // step 0 vk(j) j; for i=1 to n / 2 // step 1 repeat jrandom[1, n]; lrandom[1, n]; until l≠j swap (vk(j), vk(l)); output the chromosome vk; // step 2 end Soft Computing Lab. WASEDA UNIVERSITY , IPS 112 4.3.2 Decoding Method The decoding procedure is a two-stage process. First stage: the path is generated by One-path growth procedure It is given in procedure 2 With beginning from the specified node 1 and terminating at the specified node n. At each step, add the one with the highest priority into path. procedure 2: One-path Growth input: number of nodes n, chromosome vk , the set of nodes Si with all nodes adjacent to node i. output: path Pk step 0: the source node i1, Pk step 1: if Si=, goto step 3; otherwise, continue. step 2: select l from Si with the highest priority, and go back to step 1. if vk(l)≠0 then vk(l)=0; Pk Pk{xil}; il; else vk(l)=0 step 3: output the complete path Pk ; Pk {x1l1 , xl1 ,l2 , xl2 ,l3 , ..., xlm 1 ,lm } Soft Computing Lab. WASEDA UNIVERSITY , IPS 113 4.3.2 Decoding Method The decoding procedure is a two-stage process. Second stage: overall paths are generated by overall paths growth procedure For a given path, we can calculate its flow fk and the cost ck. By removing the used capacity from uij of each arc, we have a new network with the new flow capacity ũij. With the one-path growth procedure (procedure 2), we can obtain the second path. By repeating this procedure we can obtain the maximum flow for the given chromosome till no new network can be defined in this way. It is given in procedure 3. Soft Computing Lab. WASEDA UNIVERSITY , IPS 114 4.3.2 Decoding Method procedure 3: Overall-path Growth input: network data (V, A, C, U), chromosome vk , the set of nodes Si with all nodes adjacent to node i output: number of paths Lk , the flow fik and the cost cik of each path, iLk step 0: number of paths l0 step 1: if S1=, go to step 7; otherwise, l l +1, continue. step 2: the implementation of path Plk growth is based on procedure 2. Select the sink node a of path plk. step 3: if the sink node a=n, continue; otherwise, perform the set of nodes Si update as follows, return to step 1. S i S i {a}, i Soft Computing Lab. WASEDA UNIVERSITY , IPS 115 4.3.2 Decoding Method step 4: calculate the flow flk and the cost clk of the path Plk. f l k f l k1 min{ uij | (i, j ) Plk } c c k l k l 1 n n cij ( f l k f l k1 ), (i, j ) Pl k i 1 j 1 step 5: perform the flow capacity uij of each arc update. Make a new flow capacity ũij as follows: u~ij u ij min{ u ij (i, j ) Pl k } step 6: if the flow capacity ũij=0, perform the set of nodes Si update which the node j adjacent to node i. si si { j} , (i, j ) Pl k & u~ij 0 step 7: output number of paths Lk l -1, the flow fik and the cost cik of each path, iLk . Soft Computing Lab. WASEDA UNIVERSITY , IPS 116 Illustration of Decoding Method Chromosome: node ID : 1 priority : 2 2 3 1 6 4 4 5 11 6 9 7 8 8 9 10 5 10 11 3 7 18, 60 f 16, 40 2 19, 60 5 14, 30 13, 30 15, 20 s 19, 60 16, 50 3 6 15, 40 17, 30 15, 30 4 1 0 2 Si l Pk S1 z1k z2k 1 2, 3, 4 3 1, 3 2 4, 6, 7 6 1, 3, 6 3 5, 8, 9, 10 5 1, 3, 6, 5 4 8 8 1, 3, 6, 5, 8 5 9, 11 11 7 f 11 14, 30 17, 50 13, 40 10 k : number of paths Si : the set of nodes l : sink node 1, 3, 6, 5, 8, 11 2, 3, 4 20 1380 1 Pk : the kth path S1 : the set of nodes with all nodes adjacent to node 1 z1k : maximum possible flow z2k : minimum possible cost 1 2, 3, 4 3 1, 3 2 4, 6, 7 6 1, 3, 6 3 8, 9, 10 8 1, 3, 6, 8 4 9, 11 11 1, 3, 6, 8, 11 Soft Computing Lab. 19, 40 9 19, 50 i : start node 1 0 18, 30 15, 20 17, 60 i 18, 60 16, 30 17, 30 t 1 k 8 2, 3, 4 50 5730 WASEDA UNIVERSITY , IPS 117 Illustration of Decoding Method Chromosome: node ID : 1 priority : 2 2 3 1 6 4 5 4 11 6 9 7 8 8 9 10 10 5 11 3 16, 40 2 7 18, 60 13, 30 15, 20 19, 60 16, 50 3 6 15, 40 17, 30 15, 30 3 0 4 Si l Pk S1 z1k z2k 1 2, 3, 4 3 1, 3 2 4, 7 7 1, 3, 7 3 6, 10 6 1, 3, 7, 6 4 9, 10 9 1, 3, 7, 6, 9 5 10, 11 11 1, 3, 7, 6, 9, 11 7 f 11 14, 30 17, 50 13, 40 10 i : start node Si : the set of nodes l : sink node 2, 4 60 6580 1 Pk : the kth path S1 : the set of nodes with all nodes 1 2, 4 4 1, 4 2 7 7 1, 4, 7 3 6, 10 6 1, 4, 7, 6 4 9, 10 9 1, 4, 7, 6, 9 5 10, 11 11 1, 4, 7, 6, 9, 11 Soft Computing Lab. 19, 40 9 19, 50 k : number of paths 1 0 4 18, 30 15, 20 17, 60 i 18, 60 16, 30 17, 30 t 1 k 8 14, 30 s f 19, 60 5 adjacent to node 1 z1k : maximum possible flow z2k : minimum possible cost 2,4 70 7430 WASEDA UNIVERSITY , IPS 118 Illustration of Decoding Method Chromosome: node ID : 1 priority : 2 2 3 1 6 4 4 5 11 6 9 7 8 8 10 9 5 10 11 3 7 18, 60 f 16, 40 2 19, 60 5 14, 30 13, 30 15, 20 s 16, 50 3 6 15, 40 17, 30 15, 30 4 5 0 6 Si l Pk S1 z1k z2k 1 1 2, 4 4 1, 4 2 7 7 1, 4, 7 3 10 10 1, 4, 7, 10 4 11 11 1, 4, 7, 10, 11 0 2 2 1, 2 2 3, 5, 6 5 1, 2, 5 3 8 8 1, 2, 5, 8 4 9, 11 11 1, 2, 5, 8, 11 Soft Computing Lab. 19, 40 7 9 19, 50 f 11 14, 30 17, 50 13, 40 10 k : number of paths i : start node Si : the set of nodes l : sink node 2 100 9410 1 1 18, 30 15, 20 17, 60 i 18, 60 16, 30 17, 30 t 19, 60 1 k 8 Pk : the kth path S1 : the set of nodes with all nodes 2 110 10120 adjacent to node 1 z1k : maximum possible flow z2k : minimum possible cost WASEDA UNIVERSITY , IPS 119 Illustration of Decoding Method Chromosome: node ID : priority : 1 2 2 1 3 6 4 4 5 11 6 9 7 8 8 9 10 10 5 11 3 7 18, 60 f 16, 40 2 19, 60 5 14, 30 13, 30 15, 20 s 16, 50 3 6 15, 40 17, 30 15, 30 7 0 8 Si l Pk S1 z1k z2k 4 18, 30 15, 20 17, 60 i 18, 60 16, 30 17, 30 t 19, 60 1 k 8 19, 40 7 9 19, 50 f 11 14, 30 17, 50 13, 40 10 1 k : number of paths 1 2 2 1, 2 2 3 4 3, 5, 6 8 9 5 8 9 1, 2, 5 1, 2, 5, 8 1, 2, 5, 8, 9 5 10, 11 11 1, 2, 5, 8, 9, 11 0 i : start node Si : the set of nodes l : sink node 2 140 12790 1 S1 : the set of nodes with all nodes 1 2 2 1, 2 2 3, 6 6 1, 2, 6 3 9, 10 9 1, 2, 6, 9 4 10 10 1, 2, 6, 9, 10 5 11 11 1, 2, 6, 9, 10, 11 Soft Computing Lab. Pk : the kth path adjacent to node 1 z1k : maximum possible flow z2k : minimum possible cost 160 14350 WASEDA UNIVERSITY , IPS 120 Illustration of Decoding Method Data table of example network Illustration of Priority-based GA - cost -0 40, 1380 -2000 -4000 50, 5730 60, 6580 70, 7430 -6000 -8000 100, 9410 110, 10120 -10000 -12000 140, 12790 -14000 160, 14350 -16000 flow 0 20 40 Soft Computing Lab. 60 80 100 120 140 160 180 WASEDA UNIVERSITY , IPS i 1 1 1 2 2 2 3 3 3 4 5 6 6 6 6 7 7 8 8 9 9 10 j 2 3 4 3 5 6 4 6 7 7 8 5 8 9 10 6 10 9 11 10 11 11 cij 18 19 17 13 16 14 15 16 17 19 19 15 16 15 18 15 13 17 18 14 19 17 uij 60 60 60 30 40 30 30 50 30 40 60 20 30 40 30 20 40 30 60 30 50 50 121 4.3.3 Fitness Assignment In this study, evaluate the fitness of each individual in the GA approach for BNP, we design an adaptive evaluation function based on the AWA as procedure 4. procedure 4: Adaptive Weight Approach input: chromosome vk , kpopSize, number of paths Lk , the flow fik and the cost cik of each path, iLk output: fitness value eval(vk), kpopSize step 1: define two extreme points: the maximum extreme point z+ and the minimum extreme point z- in criteria space as follows: z { z1max , z2max } z { z1min , z2min } where z1max, z2max, z1min and z2min are the maximal value and minimal value for objective 1 and objective 2 in the current population. They are defined as follows: z1max max{ f i k | i Lk , k popSize} z 2max max{ cik | i Lk , k popSize} z1min min{ f i k | i Lk , k popSize} z 2min min{ cik | i Lk , k popSize} Soft Computing Lab. WASEDA UNIVERSITY , IPS 122 4.3.3 Fitness Assignment step 2: The adaptive weight for objective 1 and objective 2 are calculated by the following equation: 1 w1 max z1 z1min w2 1 z 2max z 2min step 3: Calculate the fitness value for each individual. w ( f z ) w (c z ) Lk eval (vk ) Soft Computing Lab. i 1 k 1 i min 1 2 k i min 2 Lk WASEDA UNIVERSITY , IPS , k popSize 123 4.3.4 Genetic Operators Crossover Operator: Weight Mapping Crossover (WMX) We proposed a new crossover operator: WMX. WMX can be viewed as an extension of one-point crossover for permutation representation. step 1: select a cut-point cut-point parent 1 : 2 1 7 4 5 3 6 parent 1 : 1 3 4 7 parent 2 : 3 7 2 6 5 1 4 parent 2 : 1 2 4 5 7 offspring 1 : 1 3 4 5 7 offspring 2 : 1 2 4 7 step 2: mapping the weight of the right segment 5 3 6 5 1 4 3 1 5 6 4 5 step 3: generate offspring with mapping relationship offspring 1 : 2 1 7 4 6 3 5 offspring 2 : 3 7 2 6 4 1 5 Soft Computing Lab. WASEDA UNIVERSITY , IPS 124 4.3.4 Genetic Operators Mutation Operator: Insertion Mutation Selects a gene at random and inserts it in a random position as follows: select a gene at random parent : 2 1 7 4 5 3 6 insert it in a random position offspring : 2 5 1 7 4 3 parent : 1 3 4 offspring : 1 4 7 7 6 Selection: the roulette wheel selection, a type of Proportionate selection, is adopted. Soft Computing Lab. WASEDA UNIVERSITY , IPS 125 4.3.4 Genetic Operators Immigration Operator: Moed et. al. (1990) proposed an immigration operator which, for certain types of functions: Allows increased exploration Maintaining nearly the same level of exploitation for the given population size. Immigration operator procedure: step 1: The algorithm is modified to include immigration, with each generation generated. step 2: Evaluate μ random members (μ, called the immigration rate). step 3: Replace the μ worst members of the population with the μ random members. Soft Computing Lab. WASEDA UNIVERSITY , IPS 126 4.3.5 GA Procedure for BNP GA Procedure for BNP procedure: Priority-based GA for BNP input: network data (V, A, C, U), GA parameters output: Pareto optimal solution E(t) begin t 0; initialize P(t) by priority-based encoding; objectives z1(P), z2(P); create Pareto E(P); fitness eval(P) by adaptive weight approach; while (not termination condition) do crossover P(t) to yield C(t) by weight mapping crossover; mutation P(t) to yield C(t) by insertion mutation; immigration operation to yield C(t) ; objectives z1(C), z2(C); update Pareto E(P, C); fitness eval(P, C) by adaptive weight approach; select P(t+1) from P(t) and C(t) by roulette wheel selection; t t + 1; end output Pareto optimal solution E(t); end Soft Computing Lab. WASEDA UNIVERSITY , IPS 127 4.4 Numerical Examples Test Problems: The numerical examples, presented by Munakata & Hashier, was adopted. Munakata, T. and D. J. Hashier: “A genetic algorithm applied to the maximum flow problem,” Proc. of 5th Int. Conf. on Genetic Algorithms, pp. 488-493 , 1993. Using the following parameter specifications. Population size: popSize =20 Crossover probability: pC =0.40 Mutation probability: pM =0.60 Maximum generation: maxGen =1000 Terminating condition: 100 generations with same fitness. All the simulations were performed with Java on Pentium 4 processor (1.5-GHz clock). Soft Computing Lab. WASEDA UNIVERSITY , IPS 128 4.4 Numerical Examples Test Problem 1: The first numerical example, presented by Munakata & Hashier, was adopted. The problem comprises 25 nodes and 49 arcs. It is given as follows: 2 10, 10 7 10, 15 13, 8 10, 6 10, 20 13, 20 f 1 32, 20 4 8 9, 15 15, 8 35, 10 9 12, 15 13 631, 20 7, 20 14 10 6 7, 10 14, 15 18 15 19 22 14, 20 10, 10 35, 25 20 14, 25 4, 20 16 10, 30 23 2, 30 3, 8 3, 10 14, 20 21 WASEDA UNIVERSITY , IPS 25 f 3, 30 24 12, 25 5, 15 11 8, 25 5, 8 7, 20 9, 15 33, 10 7, 10 Soft Computing Lab. 7, 20 5, 20 5 11, 8 34, 20 135, 20 3, 10 13, 4 17 6, 20 11, 15 4, 5 8, 20 11, 25 4, 15 15, 5 33, 4 3 12 i cij , uij j 129 4.4 Numerical Examples Table 6.4 The Pareto optimal solutions of test problem 1 z1 z2 z1 z2 z1 z2 4 300 30 2470 72 7703 5 345 33 2786 73 8382 8 600 38 2926 75 9762 10 696 40 3046 78 11799 12 993 43 3274 80 13147 15 1001 47 3674 82 14531 18 1226 52 4074 85 17115 20 1568 56 4830 87 17941 21 1629 59 5406 88 19254 23 1833 66 6575 89 19333 28 2178 69 7145 90 20007 Gen, M., L. Lin & R. Cheng: “Bicriteria Network Optimization Problem using Prioritybased Genetic Algorithm,” IEEJ Trans. on Elect., Info. & Sys., Oct. 2004. Soft Computing Lab. WASEDA UNIVERSITY , IPS 130 4.4 Numerical Examples ideal point: z1=90, z2=300 0- -5000 - z1=66, z2=6575 -10000 cost -15000 - -20000 - - 25000 0 20 40 60 80 100 flow Fig. 6.5 The Pareto optimal solutions of test problem 1 Soft Computing Lab. WASEDA UNIVERSITY , IPS 131 4.4 Numerical Examples Test Problem 2: The first numerical example, presented by Munakata & Hashier, was adopted. The problem comprises 25 nodes and 56 arcs. It is given as follows: 2 3, 10 8, 10 2, 20 3 3, 5 14, 8 7 8 7, 5 f 1 33, 20 4 13 33, 8 5 4, 7 12, 10 11, 12 6 12, 15 8, 20 12, 6 10 17 18 15 31, 15 22 6, 30 f 25 7, 20 30, 8 23 11, 6 19 6, 6 10, 20 8, 4 35, 6 14, 5 7, 8 2,15 21 12, 7 15, 10 11, 22 20 26, 9 34, 10 2, 9 14 3, 5 30, 7 634, 20 Soft Computing Lab. 9, 7 9 6, 8 9, 10 12, 8 16 30, 10 6, 12 12, 9 126, 20 11, 5 12 4, 6 6, 8 13, 2 12, 7 32, 8 29, 11 7, 18 13, 6 10, 20 11 9, 15 35, 9 8, 10 WASEDA UNIVERSITY , IPS i 24 cij , uij j 132 4.4 Numerical Examples Table 6.5 The Pareto optimal solutions of test problem 2 z1 z2 z1 z2 z1 z2 z1 z2 2 8 10 15 18 19 20 21 25 26 27 52 248 340 495 692 1012 1111 1220 1292 1406 1457 32 34 36 38 40 41 43 47 49 51 52 1633 1909 1937 2077 2485 2581 2731 3080 3302 3551 3739 54 55 58 61 63 65 66 67 68 71 72 3872 3990 4146 4671 5153 5463 5704 6323 6422 6537 6748 73 74 75 76 78 80 82 83 85 86 91 6944 7192 7402 7532 7847 9228 10395 12508 12610 13151 16752 28 1475 Gen, M., L. Lin & R. Cheng: “Bicriteria Network Optimization Problem using Prioritybased Genetic Algorithm,” IEEJ Trans. on Elect., Info. & Sys., Oct. 2004. Soft Computing Lab. WASEDA UNIVERSITY , IPS 133 4.4 Numerical Examples ideal point: z1=91, z2=52 0 -2000 -4000 - z1=61, z2=4671 -6000 -8000 cost -10000 -12000 -14000 -16000 - Pareto optim alsolution idealpoint -18000 0 20 60 40 80 100 flow Fig. 6.6 The Pareto optimal solutions of test problem 2 Soft Computing Lab. WASEDA UNIVERSITY , IPS 134 4.4 Numerical Examples Simulation (# of nodes: 25, # of arcs: 56) Soft Computing Lab. WASEDA UNIVERSITY , IPS 135 6. Basic Network Design 1. Shortest Path Problem (SPP) 2. Maximum Flow (MXF) Problem 3. Minimum Cost Flow (MCF) Problem 4. Bicriteria Network Design Problem (BNP) 5. Multi-criteria Network Design Problem 5.1 Introduction of Multi-criteria Network Design Problem 5.2 Reviewing Solution Approaches for MNP 5.3 Numerical Examples Soft Computing Lab. WASEDA UNIVERSITY , IPS 136 5. Multi-criteria Network Design Problem (MNP) With the information superhighway fast becoming a reality, the problem of designing networks capable of accommodating multimedia (both audio and video) traffic in a multicast (simultaneous transmission of data to multiple destinations) environment has come to assume paramount importance Chow, C.-H.: “On multicast path finding algorithms,” Proceedings of IEEE INFOCOM, pp.1274-1283, 1991. Frank, A., L. Wittie, and A. Bernstein: “Multicast communication in network computers,” IEEE Software, Vol. 2, No. 3, pp. 49-61,1985. Kadaba, B. and J. Jaffe: “Routing to multiple destinations in computer networks,” IEEE Transactions on Communications, Vol. COM-31, pp. 343351,1983. Kompella, V.P., J.C. Pasquale and G.C. Polyzos: “Multicasting for multimedia applications,” Proceedings of IEEE INFOCOM, 1992. Kompella, V.P., J.C. Pasquale and G.C. Polyzos: “Multicast routing for multimedia communication,” IEEE/ACM Transactions on Networking, pp. 286-292, 1993. Soft Computing Lab. WASEDA UNIVERSITY , IPS 137 5.1 Introduction of MNP Network design problems where even one cost measure must be minimized, are often NP-hard. But, in real-life applications, it is often the case that the network to be built is required to minimize multiple cost measures simultaneously, with different cost functions for each measure. For example, in the problem of finding good multicast trees, each edge has associated with it two edge costs: The construction cost: It is typically a measure of the amount of buffer space or channel bandwidth used The delay cost: It is a combination of the propagation, transmission and queuing delays. Soft Computing Lab. WASEDA UNIVERSITY , IPS 138 5.1 Introduction of MNP Multi-criteria network design problems, with separate cost functions for each optimization criterion, also occur naturally in Information Retrieval and VLSI designs. Bookstein, A. & S.T. Klein: “Construction of Optimal Graphs for Bit-Vector Compression,” Proc. 13th ACM-SIGIR, vol. 16, pp. 387-400, 1990. Zhu, Q., M. Parsa & W.W.M. Dai: “An iterative approach for delay-bounded minimum Steiner tree construction,” Technical Report UCSC-CRL-94-39, UC Santa Cruz, 1994. With the advent of deep micron VLSI designs, the feature size has shrunk to sizes of 0.5 microns and less. As a result, the interconnect resistance, being proportional to the square of the scaling factor, has increased significantly. An increase in interconnect resistance has led to an increase in interconnect delays thus making them a dominant factor in the timing analysis of VLSI circuits. Therefore VLSI circuit designers aim at finding minimum cost (spanning or Steiner) trees given delay bound constraints on source-sink connections. Soft Computing Lab. WASEDA UNIVERSITY , IPS 139 5.1 Introduction of MNP For example, the problem of finding low-cost and low-transmission-delay multimedia networks can be modeled as the (Diameter, Total cost, Spanning tree)-bicriteria problem: given an undirected graph G = (V,E) with two weight functions ce and de for each edge e∊E modeling construction and delay costs respectively, and a bound D (on the total delay), find a minimum c-cost spanning tree such that the diameter of the tree under the d-costs is at most D. It is easy to see that the notion of bicriteria optimization problems can be easily extended to the more general multicriteria optimization problems. The applications set the stage for the formal definition of multicriteria network design problems. Marathe et al. explain this concept by giving a formal definition of a bicriteria network design problem. Marathe, M. V., R. Ravi, R. Sundaram, S. S. Ravi, D. J. Rosenkrantz, and H. B. Hunt: “Bicriteria network design problems,” J. Algorithms, vol. 28, no. 1, pp. 142-171, 1998. Marathe et al. study the complexity and approximability of a number of bicriteria network design problems. The three objectives considered: total cost diameter degree of the network. Soft Computing Lab. WASEDA UNIVERSITY , IPS 140 5.2 Reviewing Solution Approaches for MNP a. AWA (Gen et al., 1998) Gen, M. & R. Cheng: Genetic Algorithms and Engineering Optimization, John Wiley & Sons, New York, 2000. b. RWA (Murata et al., 1998) Gen, M. & R. Cheng: Genetic Algorithms and Engineering Optimization, John Wiley & Sons, New York, 2000. c. SPEA (Zitzler et al., 1999) Zitzler, E. & L. Thiele: “Multiobjective Evolutionary Algorithms: A Comparative Case Study and the Strength Pareto Approach”, IEEE Trans. on Evol. Comput., Vol.3, No.4, pp.257-271, 1999. d. NSGA-Ⅱ(Deb et al., 2000) Deb, K., A. Pratap, S. Agarwal and T. Meyarivan: “A Fast and Elitist Multiobjective Genetic Algorithm: NSGA-Ⅱ”, IEEE Trans. on Evol. Comput., Vol.6, No.2, 182-197, 2002. Soft Computing Lab. WASEDA UNIVERSITY , IPS 141 5.2 Reviewing Solution Approaches for MNP a. AWA (Gen & Cheng, 1998) Gen & Cheng (1998) proposed an Adaptive Weight Approach (AWA) which utilizes some useful information from the current population to readjust weights to obtain a search pressure toward a positive ideal point. Gen, M. & R. Cheng: Genetic Algorithms and Engineering Optimization, John Wiley & Sons, New York, 2000. For the examined solutions at each generation, they define two extreme points (maximum: z+, minimum: z-) z [ z1max z2max zqmax ] z [ z1min z2min zqmin ] where zkmax and zkmin are the maximal and minimal values for the kth objective as defined by the following equations: zkmax max{ f k ( x ) | x P}, k 1, 2, , q zkmin min{ f k ( x ) | x P}, k 1, 2, , q P: set of solution candidates. Soft Computing Lab. WASEDA UNIVERSITY , IPS 142 5.2 Reviewing Solution Approaches for MNP a. AWA (Gen & Cheng, 1998) The weighted-sum objective function for a given chromosome x is given by the following equation: zk zkmin z ( x ) wk ( zk z ) max min zk k 1 k 1 z k q q min k k 1 f k ( x ) zkmin zkmax zkmin where wk is adaptive weight for objective k : wk q z max k 1 , min zk k 1, 2, , q The equation driven above is a hyperplane defined by the following extreme points in current solutions: [ z1max [ z1min [ z1min [ z1min Soft Computing Lab. z2min zkmin zqmin ] z2max zkmin zqmin ] z2min zkmax zqmin ] z2min zkmin zqmax ] WASEDA UNIVERSITY , IPS 143 5.2 Reviewing Solution Approaches for MNP a. AWA (Gen & Cheng, 1998) Adaptive moving line defined by the extreme points (z1max, z2min) and (z1max, z2min) are shown as follows: z2 minimal rectangle containing all current solutions positive ideal point whole criteria space Z z min 1 (z max 2 z 2min z ,z max 2 ) z maximum extreme point ( z1max , z2min ) minimum adaptive moving line subspace extreme point corresponding to current solutions z1min z1max z1 Fig.6.7 Adaptive weights and adaptive hyperplane Soft Computing Lab. WASEDA UNIVERSITY , IPS 144 5.2 Reviewing Solution Approaches for MNP b. RWA (Murata et al., 1998) Murata, Ishibuchi & Tanaka (1998) proposed a Random-Weight Approach (RWA) to obtaining a variable search direction toward the Pareto frontier. Gen, M. & R. Cheng: Genetic Algorithms and Engineering Optimization, John Wiley & Sons, New York, 2000. Ishibuchi, H., T. Yoshida and T. Murata: “Balance Between Genetic Search and Local Search in Memetic Algorithms for Multiobjective Permutation Flowshop Scheduling”, IEEE Trans. on Evol. Comput., Vol.7, No.2, pp.204-223, 2003. Fixed-weight approach gives the GAs a tendency to sample the area toward a fixed point in the criterion space. Random-weight approach gives the GAs a tendency to demonstrate a variable search direction, therefore, the ability to sample the area uniformly over the entire frontier. f1 f1 fixed search direction multiple search direction f2 Soft Computing Lab. WASEDA , IPS Fig. 6.8 Search UNIVERSITY on a fixed direction in criterion space f2 145 5.2 Reviewing Solution Approaches for MNP b. RWA (Murata et al., 1998) For a problem to maximize q objective functions, weighted-sum objective is given as the follows: q z wk f k ( x ) k 1 Random-weight wk is calculated by the following equation: wk rk q , k 1, 2, , q r j 1 j where rj are non-negative random number between [0, 1]. Before selecting a pair of parents for crossover operation, a new set of random weights is specified. The selection probability pi for individual i is then defined by the following linear scaling function: pi zi zmin popSize j 1 z j z min where zmin is the worst fitness value in the current population. Soft Computing Lab. WASEDA UNIVERSITY , IPS 146 5.2 Reviewing Solution Approaches for MNP c. SPEA (Zitzler et al., 1999) Zitzler & Thiele (1999) proposed a new evolutionary approach to multicriteria optimization, the Strength Pareto Evolutionary Algorithm (SPEA), that combines several features of previous multiobjective EA’s in a unique manner. Zitzler, E. & L. Thiele: “Multiobjective Evolutionary Algorithms: A Comparative Case Study and the Strength Pareto Approach”, IEEE Trans. on Evol. Comput., Vol.3, No.4, pp.257-271, 1999. It is characterized by: Storing nondominated solutions externally in a second, continuously updated population. Evaluating an individual’s fitness dependent on the number of external nondominated points that dominate it. Preserving population diversity using the Pareto dominance relationship. Incorporating a clustering procedure in order to reduce the nondominated set without destroying its characteristics. Soft Computing Lab. WASEDA UNIVERSITY , IPS 147 5.2 Reviewing Solution Approaches for MNP c. SPEA (Zitzler et al., 1999) The fitness assignment procedure is a two-stage process. First, the individuals in the external nondominated set P’ are ranked. n si N 1 where si is proportional to the number of population members j∈P for which i ≻ j. n is the number of individuals in P that are covered by i and N is the size of P. f1 3/8 5/8 3/8 f2 Fig. 6.9 Two scenarios for a maximization problem with two objectives. Soft Computing Lab. WASEDA UNIVERSITY , IPS 148 5.2 Reviewing Solution Approaches for MNP c. SPEA (Zitzler et al., 1999) The fitness assignment procedure is a two-stage process. Afterwards, the individuals in the population P are evaluated. f j 1 s , i where f j [1, N ) i, i j where the fitness of an individual j∈P is calculated by summing the strengths of all external nondominated solutions i∈P’ that cover j. f1 3/8 11/8 5/8 16/8 13/8 13/8 3/8 19/8 16/8 11/8 f2 Fig. 6.10 Two scenarios for a maximization problem with two objectives. Soft Computing Lab. WASEDA UNIVERSITY , IPS 149 5.2 Reviewing Solution Approaches for MNP d. NSGA-Ⅱ(Deb et al., 2000) Deb, Pratap, Agarwal & Meyarivan (2000) suggest a nondominated sorting-based Multiobjective Evolutionary Algorithm (MOEA), called Nondominated Sorting Genetic AlgorithmⅡ(NSGA-Ⅱ), which alleviates the three difficulties: Deb, K., A. Pratap, S. Agarwal and T. Meyarivan: “A Fast and Elitist Multiobjective Genetic Algorithm: NSGA-Ⅱ”, IEEE Trans. on Evol. Comput., Vol.6, No.2, 182-197, 2002. Computational complexity Nonelitism approach The need for specifying a sharing parameter They presented the proposed NSGA-Ⅱ approach: Fast nondominated sort They first sorting a population into different nondomination levels. Nondomination rank (Ri); Crowding distance assignment The crowding-distance computation requires sorting the population according to each objective function value in ascending order of magnitude. Crowding distance (Di) Soft Computing Lab. WASEDA UNIVERSITY , IPS 150 5.2 Reviewing Solution Approaches for MNP d. NSGA-Ⅱ(Deb et al., 2000) The new population Pt+1 is now used for selection, crossover, and mutation to create a new population Qt+1. It is important to note that they used a binary tournament selection operator, but the selection criterion is based on the crowded-comparison operator ≺n . Crowded-comparison operator is defined as follows: if Ri R j or ( Ri R j ) and ( Di D j ) then i n j where, Ri is nondomination rank and Di is crowding distance Soft Computing Lab. WASEDA UNIVERSITY , IPS 151 5.3 Numerical Examples Test Problems: For examining the effect of different solution approaches of multiobjective GAs, we applied SPEA, NSGAⅡ, RWA and AWA to the 2 test problems. Munakata, T. & D. J. Hashier: “A genetic algorithm applied to the maximum flow problem.” Proc. of the 5th Inter. Conf. on Genetic Algorithms, San Francisco, pp.488-493, 1993. Using the following parameter specifications. Population size: Crossover probability: Mutation probability: Immigration rate: Stopping conditions: popSize =20 pC =0.70 pM =0.50 μ=3 Evaluation of 5000 solutions. Each algorithm was applied to each test problem 20 times (i.e., 20 runs) using different initial populations. All the simulations were performed with Java on Pentium 4 processor (1.5-GHz clock). Soft Computing Lab. WASEDA UNIVERSITY , IPS 152 5.3 Numerical Examples Test Problems: The first numerical example, presented by Munakata & Hashier, was adopted. The problem comprises 25 nodes and 49 arcs. It is given as follows: 2 10, 10 7 10, 15 13, 8 10, 6 10, 20 13, 20 f 1 32, 20 4 8 9, 15 15, 8 35, 10 9 12, 15 13 631, 20 7, 20 14 10 6 7, 10 14, 15 18 15 19 22 14, 20 10, 10 35, 25 20 14, 25 23 2, 30 14, 20 21 WASEDA UNIVERSITY , IPS 25 f 3, 30 24 12, 25 5, 15 16 10, 30 3, 8 3, 10 4, 20 11 8, 25 5, 8 7, 20 9, 15 33, 10 7, 10 Soft Computing Lab. 7, 20 5, 20 5 11, 8 34, 20 135, 20 3, 10 13, 4 17 6, 20 11, 15 4, 5 8, 20 11, 25 4, 15 15, 5 33, 4 3 12 i cij , uij j 153 5.3 Numerical Examples Test Problems: The second numerical example, presented by T. Munakata & D.J. Hashier, was adopted. The problem comprises 25 nodes and 56 arcs. It is given as follows: 2 3, 10 3, 5 14, 8 7 8, 10 2, 20 3 33, 20 4 8 9, 7 9 4, 7 12, 10 10 11, 12 6 Soft Computing Lab. 12, 15 12, 7 10, 20 17 31, 15 8, 4 35, 6 14, 5 6, 30 f 25 30, 8 23 11, 6 7, 8 15 22 7, 20 18 19 6, 6 2,15 21 15, 10 11, 22 20 26, 9 34, 10 2, 9 14 3, 5 30, 7 634, 20 8, 20 12, 6 16 6, 8 9, 10 12, 8 13 126, 20 6, 8 30, 10 6, 12 12, 9 33, 8 5 11, 5 12 4, 6 7, 5 1 7, 18 13, 6 32, 8 29, 11 13, 2 12, 7 10, 20 f 11 8, 10 WASEDA UNIVERSITY , IPS 9, 15 35, 9 i cij , uij j 24 154 5.3 Numerical Examples Reference solution set S* : The reference solution set S* of each test problem was found using the SPEA, NSGA-2, RWA, and AWA. Each algorithm was applied to each test problem with much longer computation time and larger memory storage than the other computational experiments in this study. More specifically, we used the following parameter specifications in all the three algorithms for finding the reference solution set of each test problem. Population size: Crossover probability: Mutation probability: Immigration probability: Stopping conditions: Soft Computing Lab. popSize =30 pC =0.70 pM =0.80 μ=5 Evaluation of 100000 solutions. WASEDA UNIVERSITY , IPS 155 5.3 Numerical Examples Reference solution set S* to test problems: 0 cost 5000 10000 15000 20000 0 20 40 60 80 100 flow Fig. 6.11 The Reference solution set of Example 1 (|S*|=69) Soft Computing Lab. WASEDA UNIVERSITY , IPS 156 5.3 Numerical Examples Reference solution set S* to test problems: Table 6.6 The Reference solution set of Example 1 (|S*|=69) z1 5 6 8 10 11 12 13 16 18 20 23 25 28 30 32 33 34 35 37 38 Soft Computing Lab. z2 260 318 376 510 590 644 744 808 918 1030 1206 1320 1496 1650 1796 1875 1955 2058 2162 2262 z1 39 40 41 42 43 45 46 47 48 49 50 51 52 53 54 55 56 57 58 60 z2 2380 2447 2531 2648 2696 2866 3042 3049 3151 3322 3393 3527 3530 3932 4066 4072 4364 4479 4747 5010 z1 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 z2 5339 5743 5936 5962 6162 6382 6714 6846 6952 7182 7364 8043 8707 9375 10057 10750 11438 12123 12735 13523 WASEDA UNIVERSITY , IPS z1 82 83 84 85 86 87 88 89 90 z2 14088 14841 15561 16198 16842 17528 18332 18988 19597 157 5.3 Numerical Examples Reference solution set S* to test problems: 0 cost 5000 10000 15000 20000 0 20 40 60 80 100 flow Fig.6.12 The Reference solution set of Example 2 (|S*|=77) Soft Computing Lab. WASEDA UNIVERSITY , IPS 158 5.3 Numerical Examples Reference solution set S* to test problems: Table 6.7 The Reference solution set of Example 2 (|S*|=77) z1 2 5 7 8 10 11 13 15 17 18 20 22 23 24 25 26 27 28 29 30 Soft Computing Lab. z2 52 115 167 248 275 306 388 495 608 653 784 872 953 965 1035 1168 1217 1275 1332 1344 z1 31 32 33 34 35 36 37 38 40 42 43 44 45 47 48 49 50 51 52 54 z2 1408 1488 1595 1640 1753 1818 1892 1942 2171 2319 2405 2587 2653 2701 2897 2974 3077 3106 3198 3446 z1 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 z2 3525 3610 3669 3732 3987 4189 4458 4551 4751 4867 5069 5341 5517 5583 5809 5941 6128 6319 6487 6652 WASEDA UNIVERSITY , IPS z1 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 z2 6815 7081 7227 7308 8002 8697 9319 9997 10667 11341 11949 12623 13455 14116 14735 15551 16100 159 5.3 Numerical Examples Performance Measures: We mainly use a performance measure based on: The number of obtained solutions |Sj| The ratio of nondominated solutions RNDS(Sj) The RNDS(Sj) measure can be written as follows: RNDS ( S j ) S j x S j r S * : r x Sj The distance D1R The D1R measure can be written as follows: D1R 1 min{ d rx x S j } S * rS * where S* is a reference solution set for evaluation the solution set Sj. dxr is the distance between a solution x and a reference solution r. d rx f 1 (r ) f1 ( x) f 2 (r ) f 2 ( x) 2 2 [Ref.] Ishibuchi, H., T. Yoshida & T. Murata: “Balance Between Genetic Search and Local Search in Memetic Algorithms for Multiobjective Permutation Flowshop Scheduling”. IEEE Trans. On Evol. Comp., Vol. 7, No. 2, pp. 204-223, 2003. Soft Computing Lab. WASEDA UNIVERSITY , IPS 160 5.3 Numerical Examples Discussion of the Results: Comparison with different approaches using the |Sj| Table 6.8 Comparison with the four approaches using the |Sj| measure. Test Problems (# of nodes/ # of arcs) 25/49 25/56 |Sj| RWA 52 43 CPU Times SPEA NSGA-Ⅱ 57 44 43 55 AWA RWA 49 43 SPEA NSGA-Ⅱ 15122 17635 11918 16684 AWA 15693 15981 14170 14961 Comparison with different approaches using the RNDS(Sj) Table 6.9 Comparison with the four approaches using the RNDS(Sj) measure. Test Problems (# of nodes/ # of arcs) 25/49 25/56 RNDS(Sj) CPU Times RWA SPEA NSGA-Ⅱ AWA 0.57 0.41 0.54 0.34 0.61 0.53 0.39 0.36 RWA SPEA NSGA-Ⅱ 15122 17635 11918 16684 15693 15981 AWA 14170 14961 Comparison with different approaches using the D1R Table 6.10 Comparison with the four approaches using the D1R measure. Test Problems (# of nodes/ # of arcs) 25/49 25/56 Soft Computing Lab. D1R measure CPU Times RWA SPEA NSGA-Ⅱ AWA 191.21 203.96 315.61 224.40 143.58 141.43 228.65 185.89 WASEDA UNIVERSITY , IPS RWA SPEA NSGA-Ⅱ 15122 17635 11918 16684 15693 15981 AWA 14170 14961 161 5.3 Numerical Examples Different Parameter Settings: Comparison with different approaches using the stopping conditions: under the same computation time: 10,000 ms. Table 6.11 Comparison with the four approaches using the |Sj| measure. |Sj| Test Problems (# of nodes/ # of arcs) 25/49 25/56 AWA RWA 49 52 50 50 SPEA NSGA-Ⅱ 53 40 50 34 Table 6.12 Comparison with the four approaches using the RNDS(Sj) measure. Test Problems (# of nodes/ # of arcs) 25/49 25/56 RNDS(Sj) AWA RWA SPEA NSGA-Ⅱ 0.57 0.51 0.44 0.32 0.56 0.60 0.48 0.41 Table 6.13 Comparison with the four approaches using the D1R measure. Test Problems (# of nodes/ # of arcs) 25/49 25/56 Soft Computing Lab. D1R measure AWA RWA SPEA NSGA-Ⅱ 191.17 147.07 203.72 219.59 222.28 279.60 WASEDA UNIVERSITY , IPS 239.99 433.43 162 5.3 Numerical Examples Different Parameter Settings: Comparison with different approaches using the stopping conditions: under the same computation time: 10,000 ms. Table 6.11 Comparison with the four approaches using the |Sj| measure. |Sj| Test Problems (# of nodes/ # of arcs) RWA 25/49 25/56 SPEA NSGA-Ⅱ 50 50 53 40 AWA 50 34 49 52 Table 6.12 Comparison with the four approaches using the RNDS(Sj) measure. Test Problems (# of nodes/ # of arcs) 25/49 25/56 RNDS(Sj) RWA SPEA NSGA-Ⅱ AWA 0.44 0.32 0.56 0.60 0.57 0.51 0.48 0.41 Table 6.13 Comparison with the four approaches using the D1R measure. Test Problems (# of nodes/ # of arcs) 25/49 25/56 Soft Computing Lab. D1R measure RWA SPEA NSGA-Ⅱ AWA 203.72 219.59 222.28 279.60 191.17 147.07 239.99 433.43 WASEDA UNIVERSITY , IPS 163 5.3 Numerical Examples Discussion of the Results: 1 1 D1R Sj R NDS ( S j ) D1R Sj R NDS ( S j ) Test problem 1 (25/56) Test problem 1 (25/49) D1R: distance RNDS(Sj): ratio of nondominated solutions |Sj|: No. of obtained solutions Soft Computing Lab. WASEDA UNIVERSITY , IPS 164 Conclusion In this study, we presented a GA approach used a priority-based chromosome for solving the network design problems. It is easy to verify that any permutation of the encoding corresponds to the paths. So that most existing genetic operators can easily be applied to the encoding. Also, any path has a corresponding encoding. Therefore, any point in solution space is accessible for genetic search. For solving the MXF/MCF, and Multi-criteria Network Design Problem, we also combines an adaptive evaluation function based on the AWA. The fitness values of all individuals are calculated according to this adaptive evaluation function. In each generation, the set of Pareto solutions is updated by deleting all dominated solutions and adding all newly generated Pareto solutions. Computer simulations show the several numerical experiments by using several network optimization problems, and show the effectiveness of the proposed method. Soft Computing Lab. WASEDA UNIVERSITY , IPS 165