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genetic-algorithm-optimizer

genetic-algorithm-optimizer

【开发与工程】Genetic algorithm skill for complex optimization problems with non-linear objectives or discontinuous search spaces

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技能说明

GitHub

name: genetic-algorithm-optimizer description: Genetic algorithm skill for complex optimization problems with non-linear objectives or discontinuous search spaces allowed-tools:

  • Read
  • Write
  • Glob
  • Grep
  • Bash metadata: specialization: decision-intelligence domain: business category: optimization priority: lower tools-libraries:
    • DEAP
    • pymoo
    • geneticalgorithm graph: domains: [domain:business-intelligence] skillAreas: [skill-area:quantitative-modeling, skill-area:strategic-analysis, skill-area:data-analysis] roles: [role:data-scientist, role:quantitative-analyst, role:operations-analyst]

Genetic Algorithm Optimizer

Overview

The Genetic Algorithm Optimizer skill provides evolutionary computation capabilities for solving complex optimization problems that are difficult for traditional methods. It handles non-linear, non-convex, discontinuous, and multi-objective optimization through biologically-inspired search strategies.

Capabilities

  • Chromosome encoding (binary, real, permutation)
  • Selection operators (tournament, roulette, rank)
  • Crossover and mutation operations
  • Multi-objective optimization (NSGA-II, NSGA-III)
  • Constraint handling
  • Parameter tuning guidance
  • Convergence monitoring
  • Pareto front visualization

Used By Processes

  • Prescriptive Analytics and Optimization
  • Strategic Portfolio Optimization
  • Design Optimization

Usage

Problem Definition

# Define optimization problem
ga_problem = {
    "name": "Portfolio Optimization",
    "encoding": "real",  # or "binary", "permutation", "integer"
    "variables": {
        "asset_weights": {
            "count": 10,
            "bounds": [0, 1],
            "constraint": "sum_to_one"
        }
    },
    "objectives": [
        {
            "name": "maximize_return",
            "function": "portfolio_return(weights, expected_returns)",
            "direction": "maximize"
        },
        {
            "name": "minimize_risk",
            "function": "portfolio_volatility(weights, covariance_matrix)",
            "direction": "minimize"
        }
    ],
    "constraints": [
        {
            "name": "min_diversification",
            "expression": "max(weights) <= 0.25",
            "type": "inequality"
        },
        {
            "name": "sector_limit",
            "expression": "sum(tech_weights) <= 0.40",
            "type": "inequality"
        }
    ]
}

GA Configuration

# Genetic algorithm parameters
ga_config = {
    "population_size": 200,
    "generations": 500,
    "selection": {
        "method": "tournament",
        "tournament_size": 3
    },
    "crossover": {
        "method": "simulated_binary",  # for real encoding
        "probability": 0.9,
        "eta": 15  # distribution index
    },
    "mutation": {
        "method": "polynomial",
        "probability": 0.1,
        "eta": 20
    },
    "elitism": 0.05,  # preserve top 5%
    "constraint_handling": "penalty",  # or "repair", "feasibility_rules"
    "termination": {
        "max_generations": 500,
        "convergence_threshold": 1e-6,
        "stall_generations": 50
    }
}

Multi-Objective Configuration (NSGA-II)

# NSGA-II settings
nsga_config = {
    "algorithm": "NSGA-II",
    "population_size": 100,
    "reference_directions": "auto",  # for NSGA-III
    "diversity_mechanism": "crowding_distance",
    "archive": {
        "enabled": True,
        "max_size": 200
    }
}

Encoding Types

EncodingBest ForOperators
BinaryFeature selection, discrete choicesOne-point, two-point crossover
RealContinuous optimizationSBX, polynomial mutation
PermutationSequencing, TSPPMX, order crossover
IntegerDiscrete with rangesUniform crossover

Selection Methods

MethodDescriptionPressure
TournamentRandom subset competitionAdjustable
RouletteProbability proportional to fitnessHigh
RankProbability based on rankModerate
Stochastic UniversalEven selection distributionLow

Input Schema

{
  "problem": {
    "encoding": "string",
    "variables": "object",
    "objectives": ["object"],
    "constraints": ["object"]
  },
  "ga_config": {
    "population_size": "number",
    "generations": "number",
    "selection": "object",
    "crossover": "object",
    "mutation": "object"
  },
  "multi_objective": {
    "algorithm": "NSGA-II|NSGA-III|MOEA/D",
    "reference_directions": "object"
  },
  "output_options": {
    "save_history": "boolean",
    "pareto_front": "boolean",
    "convergence_plot": "boolean"
  }
}

Output Schema

{
  "best_solution": {
    "variables": "object",
    "objectives": "object",
    "constraint_violation": "number"
  },
  "pareto_front": [
    {
      "variables": "object",
      "objectives": "object"
    }
  ],
  "convergence": {
    "generations": ["number"],
    "best_fitness": ["number"],
    "average_fitness": ["number"],
    "diversity": ["number"]
  },
  "statistics": {
    "total_evaluations": "number",
    "feasible_solutions": "number",
    "hypervolume": "number (multi-objective)"
  },
  "visualization_paths": ["string"]
}

Best Practices

  1. Start with larger population for complex landscapes
  2. Balance exploration (mutation) and exploitation (crossover)
  3. Use problem-specific operators when possible
  4. Monitor diversity to avoid premature convergence
  5. Run multiple times with different seeds
  6. Validate solutions with domain expertise
  7. Consider hybrid approaches (GA + local search)

Constraint Handling

MethodDescriptionUse When
PenaltyAdd penalty term to fitnessSimple constraints
RepairFix infeasible solutionsStructure known
Feasibility RulesFeasible > infeasibleMany constraints
Separate handlingTournament with constraintsMulti-objective

Multi-Objective Interpretation

For Pareto-optimal solutions:

  • All solutions on the front are non-dominated
  • Trade-offs exist between objectives
  • Decision-maker selects based on preferences
  • Use hypervolume for algorithm comparison

Integration Points

  • Feeds into Strategic Options Analyst for strategy optimization
  • Connects with Sensitivity Analyzer for robustness testing
  • Supports Optimization Specialist agent
  • Integrates with Decision Visualization for Pareto fronts
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