566 lines
16 KiB
Markdown
566 lines
16 KiB
Markdown
---
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name: pymoo
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description: "Multi-objective optimization framework. NSGA-II, NSGA-III, MOEA/D, Pareto fronts, constraint handling, benchmarks (ZDT, DTLZ), for engineering design and optimization problems."
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---
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# Pymoo - Multi-Objective Optimization in Python
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## Overview
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Pymoo is a comprehensive Python framework for optimization with emphasis on multi-objective problems. Solve single and multi-objective optimization using state-of-the-art algorithms (NSGA-II/III, MOEA/D), benchmark problems (ZDT, DTLZ), customizable genetic operators, and multi-criteria decision making methods. Excels at finding trade-off solutions (Pareto fronts) for problems with conflicting objectives.
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## When to Use This Skill
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This skill should be used when:
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- Solving optimization problems with one or multiple objectives
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- Finding Pareto-optimal solutions and analyzing trade-offs
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- Implementing evolutionary algorithms (GA, DE, PSO, NSGA-II/III)
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- Working with constrained optimization problems
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- Benchmarking algorithms on standard test problems (ZDT, DTLZ, WFG)
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- Customizing genetic operators (crossover, mutation, selection)
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- Visualizing high-dimensional optimization results
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- Making decisions from multiple competing solutions
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- Handling binary, discrete, continuous, or mixed-variable problems
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## Core Concepts
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### The Unified Interface
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Pymoo uses a consistent `minimize()` function for all optimization tasks:
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```python
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from pymoo.optimize import minimize
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result = minimize(
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problem, # What to optimize
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algorithm, # How to optimize
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termination, # When to stop
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seed=1,
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verbose=True
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)
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```
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**Result object contains:**
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- `result.X`: Decision variables of optimal solution(s)
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- `result.F`: Objective values of optimal solution(s)
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- `result.G`: Constraint violations (if constrained)
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- `result.algorithm`: Algorithm object with history
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### Problem Types
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**Single-objective:** One objective to minimize/maximize
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**Multi-objective:** 2-3 conflicting objectives → Pareto front
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**Many-objective:** 4+ objectives → High-dimensional Pareto front
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**Constrained:** Objectives + inequality/equality constraints
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**Dynamic:** Time-varying objectives or constraints
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## Quick Start Workflows
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### Workflow 1: Single-Objective Optimization
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**When:** Optimizing one objective function
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**Steps:**
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1. Define or select problem
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2. Choose single-objective algorithm (GA, DE, PSO, CMA-ES)
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3. Configure termination criteria
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4. Run optimization
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5. Extract best solution
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**Example:**
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```python
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from pymoo.algorithms.soo.nonconvex.ga import GA
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from pymoo.problems import get_problem
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from pymoo.optimize import minimize
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# Built-in problem
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problem = get_problem("rastrigin", n_var=10)
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# Configure Genetic Algorithm
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algorithm = GA(
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pop_size=100,
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eliminate_duplicates=True
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)
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# Optimize
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result = minimize(
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problem,
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algorithm,
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('n_gen', 200),
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seed=1,
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verbose=True
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)
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print(f"Best solution: {result.X}")
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print(f"Best objective: {result.F[0]}")
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```
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**See:** `scripts/single_objective_example.py` for complete example
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### Workflow 2: Multi-Objective Optimization (2-3 objectives)
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**When:** Optimizing 2-3 conflicting objectives, need Pareto front
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**Algorithm choice:** NSGA-II (standard for bi/tri-objective)
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**Steps:**
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1. Define multi-objective problem
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2. Configure NSGA-II
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3. Run optimization to obtain Pareto front
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4. Visualize trade-offs
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5. Apply decision making (optional)
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**Example:**
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```python
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from pymoo.algorithms.moo.nsga2 import NSGA2
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from pymoo.problems import get_problem
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from pymoo.optimize import minimize
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from pymoo.visualization.scatter import Scatter
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# Bi-objective benchmark problem
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problem = get_problem("zdt1")
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# NSGA-II algorithm
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algorithm = NSGA2(pop_size=100)
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# Optimize
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result = minimize(problem, algorithm, ('n_gen', 200), seed=1)
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# Visualize Pareto front
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plot = Scatter()
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plot.add(result.F, label="Obtained Front")
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plot.add(problem.pareto_front(), label="True Front", alpha=0.3)
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plot.show()
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print(f"Found {len(result.F)} Pareto-optimal solutions")
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```
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**See:** `scripts/multi_objective_example.py` for complete example
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### Workflow 3: Many-Objective Optimization (4+ objectives)
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**When:** Optimizing 4 or more objectives
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**Algorithm choice:** NSGA-III (designed for many objectives)
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**Key difference:** Must provide reference directions for population guidance
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**Steps:**
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1. Define many-objective problem
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2. Generate reference directions
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3. Configure NSGA-III with reference directions
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4. Run optimization
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5. Visualize using Parallel Coordinate Plot
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**Example:**
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```python
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from pymoo.algorithms.moo.nsga3 import NSGA3
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from pymoo.problems import get_problem
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from pymoo.optimize import minimize
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from pymoo.util.ref_dirs import get_reference_directions
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from pymoo.visualization.pcp import PCP
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# Many-objective problem (5 objectives)
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problem = get_problem("dtlz2", n_obj=5)
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# Generate reference directions (required for NSGA-III)
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ref_dirs = get_reference_directions("das-dennis", n_dim=5, n_partitions=12)
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# Configure NSGA-III
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algorithm = NSGA3(ref_dirs=ref_dirs)
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# Optimize
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result = minimize(problem, algorithm, ('n_gen', 300), seed=1)
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# Visualize with Parallel Coordinates
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plot = PCP(labels=[f"f{i+1}" for i in range(5)])
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plot.add(result.F, alpha=0.3)
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plot.show()
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```
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**See:** `scripts/many_objective_example.py` for complete example
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### Workflow 4: Custom Problem Definition
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**When:** Solving domain-specific optimization problem
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**Steps:**
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1. Extend `ElementwiseProblem` class
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2. Define `__init__` with problem dimensions and bounds
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3. Implement `_evaluate` method for objectives (and constraints)
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4. Use with any algorithm
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**Unconstrained example:**
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```python
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from pymoo.core.problem import ElementwiseProblem
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import numpy as np
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class MyProblem(ElementwiseProblem):
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def __init__(self):
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super().__init__(
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n_var=2, # Number of variables
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n_obj=2, # Number of objectives
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xl=np.array([0, 0]), # Lower bounds
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xu=np.array([5, 5]) # Upper bounds
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)
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def _evaluate(self, x, out, *args, **kwargs):
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# Define objectives
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f1 = x[0]**2 + x[1]**2
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f2 = (x[0]-1)**2 + (x[1]-1)**2
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out["F"] = [f1, f2]
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```
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**Constrained example:**
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```python
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class ConstrainedProblem(ElementwiseProblem):
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def __init__(self):
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super().__init__(
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n_var=2,
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n_obj=2,
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n_ieq_constr=2, # Inequality constraints
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n_eq_constr=1, # Equality constraints
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xl=np.array([0, 0]),
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xu=np.array([5, 5])
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)
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def _evaluate(self, x, out, *args, **kwargs):
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# Objectives
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out["F"] = [f1, f2]
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# Inequality constraints (g <= 0)
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out["G"] = [g1, g2]
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# Equality constraints (h = 0)
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out["H"] = [h1]
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```
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**Constraint formulation rules:**
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- Inequality: Express as `g(x) <= 0` (feasible when ≤ 0)
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- Equality: Express as `h(x) = 0` (feasible when = 0)
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- Convert `g(x) >= b` to `-(g(x) - b) <= 0`
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**See:** `scripts/custom_problem_example.py` for complete examples
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### Workflow 5: Constraint Handling
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**When:** Problem has feasibility constraints
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**Approach options:**
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**1. Feasibility First (Default - Recommended)**
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```python
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from pymoo.algorithms.moo.nsga2 import NSGA2
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# Works automatically with constrained problems
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algorithm = NSGA2(pop_size=100)
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result = minimize(problem, algorithm, termination)
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# Check feasibility
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feasible = result.CV[:, 0] == 0 # CV = constraint violation
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print(f"Feasible solutions: {np.sum(feasible)}")
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```
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**2. Penalty Method**
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```python
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from pymoo.constraints.as_penalty import ConstraintsAsPenalty
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# Wrap problem to convert constraints to penalties
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problem_penalized = ConstraintsAsPenalty(problem, penalty=1e6)
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```
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**3. Constraint as Objective**
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```python
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from pymoo.constraints.as_obj import ConstraintsAsObjective
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# Treat constraint violation as additional objective
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problem_with_cv = ConstraintsAsObjective(problem)
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```
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**4. Specialized Algorithms**
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```python
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from pymoo.algorithms.soo.nonconvex.sres import SRES
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# SRES has built-in constraint handling
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algorithm = SRES()
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```
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**See:** `references/constraints_mcdm.md` for comprehensive constraint handling guide
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### Workflow 6: Decision Making from Pareto Front
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**When:** Have Pareto front, need to select preferred solution(s)
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**Steps:**
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1. Run multi-objective optimization
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2. Normalize objectives to [0, 1]
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3. Define preference weights
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4. Apply MCDM method
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5. Visualize selected solution
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**Example using Pseudo-Weights:**
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```python
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from pymoo.mcdm.pseudo_weights import PseudoWeights
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import numpy as np
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# After obtaining result from multi-objective optimization
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# Normalize objectives
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F_norm = (result.F - result.F.min(axis=0)) / (result.F.max(axis=0) - result.F.min(axis=0))
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# Define preferences (must sum to 1)
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weights = np.array([0.3, 0.7]) # 30% f1, 70% f2
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# Apply decision making
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dm = PseudoWeights(weights)
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selected_idx = dm.do(F_norm)
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# Get selected solution
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best_solution = result.X[selected_idx]
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best_objectives = result.F[selected_idx]
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print(f"Selected solution: {best_solution}")
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print(f"Objective values: {best_objectives}")
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```
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**Other MCDM methods:**
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- Compromise Programming: Select closest to ideal point
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- Knee Point: Find balanced trade-off solutions
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- Hypervolume Contribution: Select most diverse subset
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**See:**
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- `scripts/decision_making_example.py` for complete example
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- `references/constraints_mcdm.md` for detailed MCDM methods
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### Workflow 7: Visualization
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**Choose visualization based on number of objectives:**
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**2 objectives: Scatter Plot**
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```python
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from pymoo.visualization.scatter import Scatter
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plot = Scatter(title="Bi-objective Results")
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plot.add(result.F, color="blue", alpha=0.7)
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plot.show()
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```
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**3 objectives: 3D Scatter**
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```python
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plot = Scatter(title="Tri-objective Results")
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plot.add(result.F) # Automatically renders in 3D
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plot.show()
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```
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**4+ objectives: Parallel Coordinate Plot**
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```python
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from pymoo.visualization.pcp import PCP
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plot = PCP(
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labels=[f"f{i+1}" for i in range(n_obj)],
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normalize_each_axis=True
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)
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plot.add(result.F, alpha=0.3)
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plot.show()
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```
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**Solution comparison: Petal Diagram**
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```python
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from pymoo.visualization.petal import Petal
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plot = Petal(
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bounds=[result.F.min(axis=0), result.F.max(axis=0)],
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labels=["Cost", "Weight", "Efficiency"]
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)
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plot.add(solution_A, label="Design A")
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plot.add(solution_B, label="Design B")
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plot.show()
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```
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**See:** `references/visualization.md` for all visualization types and usage
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## Algorithm Selection Guide
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### Single-Objective Problems
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| Algorithm | Best For | Key Features |
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|-----------|----------|--------------|
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| **GA** | General-purpose | Flexible, customizable operators |
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| **DE** | Continuous optimization | Good global search |
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| **PSO** | Smooth landscapes | Fast convergence |
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| **CMA-ES** | Difficult/noisy problems | Self-adapting |
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### Multi-Objective Problems (2-3 objectives)
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| Algorithm | Best For | Key Features |
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|-----------|----------|--------------|
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| **NSGA-II** | Standard benchmark | Fast, reliable, well-tested |
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| **R-NSGA-II** | Preference regions | Reference point guidance |
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| **MOEA/D** | Decomposable problems | Scalarization approach |
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### Many-Objective Problems (4+ objectives)
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| Algorithm | Best For | Key Features |
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|-----------|----------|--------------|
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| **NSGA-III** | 4-15 objectives | Reference direction-based |
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| **RVEA** | Adaptive search | Reference vector evolution |
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| **AGE-MOEA** | Complex landscapes | Adaptive geometry |
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### Constrained Problems
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| Approach | Algorithm | When to Use |
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|----------|-----------|-------------|
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| Feasibility-first | Any algorithm | Large feasible region |
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| Specialized | SRES, ISRES | Heavy constraints |
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| Penalty | GA + penalty | Algorithm compatibility |
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**See:** `references/algorithms.md` for comprehensive algorithm reference
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## Benchmark Problems
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### Quick problem access:
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```python
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from pymoo.problems import get_problem
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# Single-objective
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problem = get_problem("rastrigin", n_var=10)
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problem = get_problem("rosenbrock", n_var=10)
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# Multi-objective
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problem = get_problem("zdt1") # Convex front
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problem = get_problem("zdt2") # Non-convex front
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problem = get_problem("zdt3") # Disconnected front
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# Many-objective
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problem = get_problem("dtlz2", n_obj=5, n_var=12)
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problem = get_problem("dtlz7", n_obj=4)
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```
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**See:** `references/problems.md` for complete test problem reference
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## Genetic Operator Customization
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### Standard operator configuration:
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```python
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from pymoo.algorithms.soo.nonconvex.ga import GA
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from pymoo.operators.crossover.sbx import SBX
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from pymoo.operators.mutation.pm import PM
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algorithm = GA(
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pop_size=100,
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crossover=SBX(prob=0.9, eta=15),
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mutation=PM(eta=20),
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eliminate_duplicates=True
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)
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```
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### Operator selection by variable type:
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**Continuous variables:**
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- Crossover: SBX (Simulated Binary Crossover)
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- Mutation: PM (Polynomial Mutation)
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**Binary variables:**
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- Crossover: TwoPointCrossover, UniformCrossover
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- Mutation: BitflipMutation
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**Permutations (TSP, scheduling):**
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- Crossover: OrderCrossover (OX)
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- Mutation: InversionMutation
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**See:** `references/operators.md` for comprehensive operator reference
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## Performance and Troubleshooting
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### Common issues and solutions:
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**Problem: Algorithm not converging**
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- Increase population size
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- Increase number of generations
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- Check if problem is multimodal (try different algorithms)
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- Verify constraints are correctly formulated
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**Problem: Poor Pareto front distribution**
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- For NSGA-III: Adjust reference directions
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- Increase population size
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- Check for duplicate elimination
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- Verify problem scaling
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**Problem: Few feasible solutions**
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- Use constraint-as-objective approach
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- Apply repair operators
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- Try SRES/ISRES for constrained problems
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- Check constraint formulation (should be g <= 0)
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**Problem: High computational cost**
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- Reduce population size
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- Decrease number of generations
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- Use simpler operators
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- Enable parallelization (if problem supports)
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### Best practices:
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1. **Normalize objectives** when scales differ significantly
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2. **Set random seed** for reproducibility
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3. **Save history** to analyze convergence: `save_history=True`
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4. **Visualize results** to understand solution quality
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5. **Compare with true Pareto front** when available
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6. **Use appropriate termination criteria** (generations, evaluations, tolerance)
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7. **Tune operator parameters** for problem characteristics
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## Resources
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This skill includes comprehensive reference documentation and executable examples:
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### references/
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Detailed documentation for in-depth understanding:
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- **algorithms.md**: Complete algorithm reference with parameters, usage, and selection guidelines
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- **problems.md**: Benchmark test problems (ZDT, DTLZ, WFG) with characteristics
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- **operators.md**: Genetic operators (sampling, selection, crossover, mutation) with configuration
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- **visualization.md**: All visualization types with examples and selection guide
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- **constraints_mcdm.md**: Constraint handling techniques and multi-criteria decision making methods
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**Search patterns for references:**
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- Algorithm details: `grep -r "NSGA-II\|NSGA-III\|MOEA/D" references/`
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- Constraint methods: `grep -r "Feasibility First\|Penalty\|Repair" references/`
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- Visualization types: `grep -r "Scatter\|PCP\|Petal" references/`
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### scripts/
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Executable examples demonstrating common workflows:
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- **single_objective_example.py**: Basic single-objective optimization with GA
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- **multi_objective_example.py**: Multi-objective optimization with NSGA-II, visualization
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- **many_objective_example.py**: Many-objective optimization with NSGA-III, reference directions
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- **custom_problem_example.py**: Defining custom problems (constrained and unconstrained)
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- **decision_making_example.py**: Multi-criteria decision making with different preferences
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**Run examples:**
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```bash
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python3 scripts/single_objective_example.py
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python3 scripts/multi_objective_example.py
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python3 scripts/many_objective_example.py
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python3 scripts/custom_problem_example.py
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python3 scripts/decision_making_example.py
|
|
```
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|
|
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## Additional Notes
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|
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**Installation:**
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```bash
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uv pip install pymoo
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|
```
|
|
|
|
**Dependencies:** NumPy, SciPy, matplotlib, autograd (optional for gradient-based)
|
|
|
|
**Documentation:** https://pymoo.org/
|
|
|
|
**Version:** This skill is based on pymoo 0.6.x
|
|
|
|
**Common patterns:**
|
|
- Always use `ElementwiseProblem` for custom problems
|
|
- Constraints formulated as `g(x) <= 0` and `h(x) = 0`
|
|
- Reference directions required for NSGA-III
|
|
- Normalize objectives before MCDM
|
|
- Use appropriate termination: `('n_gen', N)` or `get_termination("f_tol", tol=0.001)`
|