Energy and Buildings 40 (2008) 17471754

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Energy and Buildings

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Towards a multi-objective optimization approach for improving energy efciency in buildings

Christina Diakaki a,*, Evangelos Grigoroudis b, Dionyssia Kolokotsa a
a b

Technological Educational Institute of Crete, Department of Natural Resources and Environment, 3 Romanou str., 73133 Chania, Crete, Greece Technical University of Crete, Department of Production Engineering and Management, University Campus, Kounoupidiana, 73100 Chania, Greece

A R T I C L E I N F O

A B S T R A C T

Article history: Received 14 January 2008 Received in revised form 5 March 2008 Accepted 8 March 2008 Keywords: Building Energy efciency Energy improvement Multi-objective optimization

The energy sector worldwide faces evidently signicant challenges that everyday become even more acute. Innovative technologies and energy efciency measures are nowadays well known and widely spread, and the main issue is to identify those that will be proven to be the more effective and reliable in the long term. With such a variety of proposed measures, the decision maker has to compensate environmental, energy, nancial and social factors in order to reach the best possible solution that will ensure the maximization of the energy efciency of a building satisfying at the same time the buildings nal user/occupant/owner needs. This paper investigates the feasibility of the application of multiobjective optimization techniques to the problem of the improvement of the energy efciency in buildings, so that the maximum possible number of alternative solutions and energy efciency measures may be considered. It further shows that no optimal solution exists for this problem due to the competitiveness of the involved decision criteria. A simple example is used to identify the potential strengths and weaknesses of the proposed approach, and highlight potential problems that may arise. 2008 Elsevier B.V. All rights reserved.

1. Introduction The energy sector faces evidently signicant challenges that everyday become even more acute. The current energy trends raise great concerns about the three Es that are the environment, the energy security and the economic prosperity as dened by the International Energy Agency (IEA) [1]. Among the greater energy consumers is the building sector that uses large amounts of energy and releases considerable amounts of CO2. In the European Union (EU), for example, the building sector uses the 40% of the total nal energy consumed therein and releases about 40% of the total CO2 emissions. The mean energy dependency of the EU has increased up to 56% in 2006 [2] with an increase rate of 4.5% between 2004 and 2005. As a consequence, the cornerstone of the European energy policy has an explicit orientation to the preservation and rational use of energy in buildings as the Energy Performance of Buildings Directive (EPBD) 2002/91/EC indicates [3]. This is not however a concern of only the EU, since other organizations worldwide put signicant efforts towards the same direction. The International Organization for Standardization (ISO) provides another sound example through the related standards that has published based on the work of its Technical Committee

* Corresponding author. Tel.: +30 28210 23045; fax: +30 28210 23003. E-mail address: diakaki@chania.teicrete.gr (C. Diakaki). 0378-7788/$ see front matter 2008 Elsevier B.V. All rights reserved. doi:10.1016/j.enbuild.2008.03.002

(TC) 163 for the thermal performance and energy use in the built environment (e.g. [4,5], etc.). Moreover, the Centre Europeen de Normalisation (CEN) introduced, recently, several new CEN standards in relation to the Energy Performance of Buildings Directive (EPBD) (e.g. [6,7], etc.). As innovative technologies and energy efciency measures are nowadays well known and widely spread, the main issue is to identify those that will be proven to be the more effective and reliable in the long term. With such a variety of proposed measures, the decision maker has to compensate environmental, energy, nancial and social factors in order to reach the best possible solution that will ensure the maximization of the energy efciency of a building satisfying at the same time the nal user/ occupant/owner needs. The state-of-the-art approach to this problem is performed via two approaches. According to the rst approach, an energy analysis of the building under study is carried out, and several alternative scenarios, predened by the energy expert, are developed and evaluated [8]. These specic scenarios, which may vary according to buildings characteristics, type, use, climatic conditions, etc., are pinpointed by the building expert and are then evaluated mainly through simulation (see e.g. [9]). The selection of the alternative scenarios, energy efciency measures and actions that will be nally employed is largely based on the energy experts experience. The second approach includes decision supporting techniques, such as multicriteria-based decision making methods that are

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employed to assist the reaching of a nal decision (e.g. [10]), among a set of pre-dened by the building expert alternative actions. In both of the aforementioned approaches, therefore, the whole process as well as the nal decisions are signicantly affected by the experience and the knowledge of the corresponding building expert that from now on will be mentioned herein as decision maker (DM). Although this experience and knowledge are certainly signicant and irreplaceable elements to the whole process, it is however, necessary to develop practical tools that will assist him/her in taking into account as much feasible alternatives and decision criteria as possible, without the restrictions imposed by the predened scenarios. Such tools may be developed based upon the concepts of multi-objective optimization techniques. Multi-objective optimization is a scientic area that offers a wide variety of methods with great potential for the solution of complicated decision problems. The particular scientic area has also a wide variety of applications in energy and environmental problems as well as in issues that are related to the sustainable development in general ([1113]). It is the aim of this paper to investigate the feasibility of the application of multi-objective optimization techniques to the problem of the improvement of the energy efciency in buildings, so that the alternative solutions and energy efciency measures will not be predened and limited to a discrete state space. It will further show that no optimal solution exists for the examined problem due to the competitiveness of the involved decision criteria. To this end, a simple example is used to identify the potential strengths and weaknesses of the approach, and to highlight potential problems that may arise. More specically, the paper is structured in four more sections. Section 2 provides a short review to the background of the subject matter and to other systematic efforts towards the improvement of energy efciency in buildings. Section 3 presents an introduction to the proposed approach. Section 4 provides through an example case study, a multi-objective modeling and solution process, and a discussion of the main ndings. Finally, Section 4 summarizes the conclusions and discusses issues for future consideration, research and development. 2. Overview and background The various measures that may be considered for the improvement of the energy efciency in buildings may be distinguished in the following basic categories:  Measures for the improvement of the buildings envelope (addition or improvement of insulation, change of color, placement of heat-insulating door and window frames, increase of thermal mass, building shaping, superinsulated building envelopes, etc.).  Measures for reducing the heating and cooling loads (exploitation of the principles of bioclimatic architecture, incorporation of passive heating and cooling techniques, i.e. cool coatings [14], control of solar gains, electrochromic glazing, etc.).  Use of renewables (solar thermal systems, buildings integrated photovolatics, hybrid systems, etc.).  Use of intelligent energy management, i.e. advanced sensors, energy control (zone heating and cooling) and monitoring systems [15].  Measures for the improvement of the indoor comfort conditions in parallel with minimization of the energy requirements (increase of the ventilation rate, use of mechanical ventilation with heat recovery, improvement of boilers and air-conditioning, efciency use of multi-functional equipment, i.e. integrated water heating with space cooling, etc.) [16].

 Use of energy efcient appliances and compact uorescent lighting. With such a variety of proposed measures, the DM has to compensate environmental, energy, nancial and social factors in order to reach the best possible and feasible solution. As mentioned in the introduction, the most widely used approach to this problem is the energy analysis of the building under study via simulation, while the nal decision is sometimes assisted through multicriteria decision making techniques that are performed upon a set of predened alternative solutions. Gero et al. [10] were among the rst to propose a multicriteria model in order to explore the trade-offs between the building thermal performance and other criteria such as capital cost, and usable are of the building to be used at the process of building design. More recently, other researchers have also employed multicriteria techniques to similar problems. Jaggs and Palmar [17], Flourentzou and Roulet [18], and Rey [19] proposed multicriteria-based approaches for the evaluation of retrotting scenarios. Blondeau et al. [20] used multicriteria analysis to determine the most suitable, among a set of possible actions, ventilation strategy on a university building. The aim of their approach was to ensure the best possible indoor air quality and thermal comfort of the occupants and the lower energy consumption. In the same direction moved also the efforts of Wright et al. [21] that aimed to optimize the thermal design and control of buildings employing multicriteria genetic algorithms. Chen et al. [22] proposed a multicriteria decision making model for a lifespan energy efciency assessment of intelligent buildings. Alanne [23] proposed a multicriteria knapsack model to help designers to select the most feasible renovation actions in the conceptual phase of a renovation project. According to this approach, a set of renovation actions is developed and for each of them, a utility score is dened according to specic criteria. The obtained utility scores of all actions are then used as weights in a knapsack optimization model to identify which actions should be undertaken. Al-Homoud [24] provides a review of such systematic approaches, which, however, are mainly based on the principles of multicriteria decision making. Although these approaches allow, to some extent, the consideration of many alternatives, they are still based upon a set of actions or scenarios that should be predened and pre-evaluated. The problem when employing multicriteria techniques is that they are applied upon a set of predened and pre-evaluated alternative solutions. In case that a limited number of such solutions have been dened, there is no guarantee that the solution nally reached is the optimal. Also, the selection of a representative set of alternatives is usually a difcult problem [25], while the nal solution is heavily affected by these predened alternatives. On the opposite case, i.e. when numerous solutions are dened, the required evaluation and selection process may become extremely difcult to handle. In any case, however, the multicriteria approach, limits the study to a potentially large but certainly nite number of alternative scenarios and actions, when the real opportunities are enormous considering all the available improvement measures that may be employed. The problem of the DM, is in fact a multi-objective optimization problem [26], that is a problem characterized by the existence of multiple and in several cases competitive objectives (e.g. the employment of energy efciency improvement solutions is usually accommodated by a cost increase) each of which should be optimized against a set of feasible and available solutions that are not predened but are prescribed by a set of parameters and constraints (e.g. available materials, maximum acceptable cost, etc.) that should be taken into account in order to reach the best possible solution.

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In multi-objective optimization problems, the searching of the optimal solution is worthless, since the objectives are competitive. Instead, a feasible intermediary solution that will satisfy his/her preferences is peered, through an interactive procedure with the DM. The following sections investigate the feasibility of applying this approach to the problem of energy efciency improvement in buildings. 3. The proposed multi-objective approach 3.1. Basic principles The development of a multi-objective optimization methodology to the problem of energy efciency improvement in buildings requires the denition of appropriate decision variables, criteria and constraints, and the selection of an appropriate solution technique. The decision variables, discrete and/or continuous, should reect the total set of alternative measures that are available for the improvement of energy efciency (e.g. insulation, production of electric energy, etc., see Section 2). The objectives to be achieved (e.g. improvement of indoor comfort, low energy consumption, etc.) should be identied and formulated into appropriate linear and/or non-linear mathematical expressions. The set of the feasible solutions should be delimitated through the identication of linear and/or non-linear constraints concerning either the decision variables and their intermediary relations or the objectives of the problem. Natural and logical constraints may also be considered as necessary. Finally, an appropriate solution method should be identied that will be able to handle the continuous as well as discrete decision variables and linear and non-linear objective functions and constraints. The example case study developed in the following sections aims to provide an insight in this process and highlight any potential benets and problems. 3.2. Problem denition To investigate the feasibility of the proposed approach, a simple case is considered. The problem under study concerns the construction of the simple building displayed in Fig. 1. Moreover, Fig. 2 displays the structure of the walls that is assumed for this building. The structure consists of the following sequence of layers from outside to inside: concrete, insulation and gypsum board. The decisions regarding the building under study concern appropriate choices for the window type, the walls insulation material, and the thickness of the walls insulation layer. The aims are to reduce the acquisition costs, which correspond to the initial investment, and to increase the resulting energy savings.

Fig. 2. Construction layers of the buildings walls.

The pursued goals are competitive, since materials with low thermal conductivity, thus leading to lower building load coefcient and consequently to higher energy savings, are usually more expensive. 3.3. Decision model To allow for the application of multi-objective optimization techniques, an appropriate model should be developed in accordance to the principles mentioned in Section 3.1. The following sub-sections describe the development of the multiobjective optimization model, and a few solution approaches. 3.3.1. Decision variables As mentioned earlier, the decisions considered in this example case study concern three choices. For these three choices, three types of decision variables are dened respectively:  decision variables to reect the alternative choices regarding the window type,  decision variables to reect the alternative choices regarding the walls insulation material, and  decision variables to reect the alternative choices regarding the thickness of the walls insulation material. Assuming that I different types of windows may be considered, binary variables x1i with i = 1, 2 ,. . ., I may be dened as follows:  1 if window of type i is selected (1) x1i 0 else Obviously, Eq. (2) holds for these decision variables, since only one window type may be selected
I X x1i 1: i1

(2)

Assuming that J different insulation materials may be considered for the walls insulation, binary variables x2j with j = 1, 2 ,. . ., J may also be dened as follows:  1 if insulation material j is selected x2 j (3) 0 else Similarly with the previous ones, Eq. (4) holds for these latter decision variables, since only one insulation material may be selected
J X x2 j 1:

(4)

Fig. 1. The building under study.

j1

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The existence of constraints (2) and (4) gives the optimization problem a combinatorial nature that resembles to the well known Knapsack problem [27], an NP-hard combinatorial optimization problem. As far as the insulation materials are concerned, they are usually available in the market at layers of standard thickness. Assuming that for all materials, there is only one standard thickness ds (e.g. ds = 1 cm) available in the market, an integer variable x3, with x3 = 1, 2, 3, . . ., may be dened to denote the number of insulation layers to be used. Obviously, if d2max is the thickness of the available space for insulation (see Fig. 2), the following constraint applies: x 3 ds d2max : (5)

through the following formula [8]: U WAL 1 1 1 P P RT n Rn n dn =kn (10)

3.3.2. Decision criteria In the considered case study the aim is twofold. On the one hand, the acquisition costs are to be reduced, while on the other hand, the energy savings are to be increased. The costs involved in the considered study concern only the acquisition of materials. Therefore, the total cost C may be obtained simply, by adding the cost of the windows CWIN and the cost of the walls insulation CWAL. Assuming that AWIN is the window surface (in m2), C1i is the cost (in s/m2) for window type i, with i = 1, 2, . . ., I, AWAL is the surface of the walls to be insulated (in m2), C2j is the cost (in s/m3) for insulation material j, with j = 1, 2, . . ., J, the total cost is obtained through the following equation: C C WIN C WAL AWIN
J I X X C 1i x1i AWAL x3 ds C 2 j x2 j : i1 j1

where RT is the overall thermal resistance of the construction (in m2K/W), Rn is the thermal resistance (R-value) of the homogeneous layer part n of the construction of the wall (in m2K/W), dn is the thickness of layer part n (in m), kn is the thermal conductivity of layer part n (in W/mK), and n with n = 1, 2, . . ., is the index of the construction layer. In the considered case study, the wall is assumed to be constructed from three layers (see Fig. 2). From the three layers, the construction of the two is assumed known and given, therefore, the choice concerns only the third layer that is the insulation layer (i.e. the intermediate layer in Fig. 2). Introducing this knowledge in Eq. (10) the following formula results U WAL P 1 d2 =k2
n1 dn1 =kn1

(11)

(6)

where n1, with n1 = 1, 2, is an index to the two known construction layers of the wall for which the thicknesses as well as the thermal conductivities are known, while the parameters d2 and k2 correspond to the undened insulation layer. More specically, d2 is the total thickness of the insulation layer and depends upon the number x3 of the insulation layers of standard thickness d3 that will be used, i.e. d2 = x3ds, while k2 is the thermal conductivity of the insulation layer and depends upon the choice of the insulation material (i.e. x2j). Introducing these in Eq. (11), the following formula results that allows for the calculation of the thermal transmittance of the wall U WAL P 1 PJ (12)

Concerning the second aim of the study, that is the increase of energy savings, several options are available (see discussion in Section 2). For the purpose of this study, the second aim is approached through the choice of materials with low thermal conductivity. Therefore the corresponding decision criterion should be developed so as to allow for such a choice. An appropriate decision criterion in this respect is the building load coefcient. Generally, the building load coefcient BLC is calculated according to the following formula [8]: X BLC Ae U e (7)
e

n1 dk1 =kn1 x3 ds =

j1

k2 j x2 j

Introducing Eqs. (9) and (12) in (8), the following formula results that describes the load coefcient of the building under study BLC AWIN
I X U 1i x1i P i1

AWAL

n1 dn1 =kn1 x3 ds =

PJ

j1

k2 j x2 j

(13)

where e is the considered building envelope component (with one unique U-value), Ae is the surface are of e (in m2), and Ue is the thermal transmittance of construction part e (in W/ m2 K). Applying Eq. (7) in the building under study, the following equation results: BLC AWIN U WIN AWAL U WAL (8)

3.3.3. The decision model and the solution approaches The decision variables and criteria developed in the previous sub-sections, lead to the formulation of the following multiobjective decision problem: ming 1 x C AWIN ming 2 x BLC AWIN s:t:
I X i1 J X x2 j 1 j1 I X i1 J I X X C 1i x1i AWAL x3 ds C 2 j x2 j i1 j1

U 1i x1i P

AWAL

n1 dn1 =kn1 x3 ds =

PJ

j1 k2 j x2 j

where UWIN and UWAL are the thermal transmittance of the window and the wall, respectively. In Eq. (8), the thermal transmittance of the door has been omitted for simplicity, since it has been assumed that there is no choice regarding this construction part of the building. The thermal transmittance of the window is simply calculated through the following formula: U WIN
I X U 1i x1i i1

x1i 1

x1i 2 f0; 1g 8 i 2 f1; 2; . . . ; Ig x2 j 2 f0; 1g 8 j 2 f1; 2; . . . ; J g x3 2 N f0g x3 d2max =ds (14)

(9)

while, in the case of the walls, the necessary calculations are more complex. Assuming that the wall is constructed from several homogeneous layer parts, its thermal transmittance is calculated

where the data described below have been assumed. For the window, four types with the characteristics displayed in Table 1 have been assumed available in the market. For the insulation, it has been assumed that the layers available in the

C. Diakaki et al. / Energy and Buildings 40 (2008) 17471754 Table 1 Characteristics and data for different window types Window types Thermal transmittance (W/m2K) U11 = 6.0 U12 = 3.4 U13 = 2.8 U14 = 1.8 Cost (s/m2) Table 4 Indicative problem solutions when applying compromise programming z 0.00 0.31 0.61 0.54 0.60 0.64 0.71 0.69 0.51 0.34 0.00 p1 1.0 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0.0 p2 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 C (s) 1270 1570 2170 2240 2540 2840 3510 4180 4480 5080 8960 BLC (W/K) 372.22 356.62 347.02 216.13 200.53 196.93 187.07 143.71 128.11 118.51 86.08 x11 1 0 0 1 0 0 0 1 0 0 0 x12 0 1 0 0 1 0 1 0 1 0 0 x13 0 0 0 0 0 1 0 0 0 0 0 x14 0 0 1 0 0 0 0 0 0 1 1 x21 1 1 1 1 1 1 0 0 0 0 0 x22 0 0 0 0 0 0 0 1 1 1 0 x23 0 0 0 0 0 0 1 0 0 0 0

1751

x24 0 0 0 0 0 0 0 0 0 0 1

x3 1 1 1 2 2 2 1 2 2 2 2

Single pane windows Double pane windows of 6 mm space Double pane windows of 13 mm space Double low-e windows

C11 = 50 C12 = 100 C13 = 150 C14 = 200

market have a standard thickness of ds = 0.05 m. It has also been assumed that the available insulation materials include four types, the characteristics of which are displayed in Table 2. The values of the thermal transmittance and the thermal conductivity in Tables 1 and 2 have been chosen from the ASHRAE database [28], while the values for the costs have been set so as to reect the cost increase that accompanies the decrease of thermal conductivity. Moreover, considering the building dimensions, as displayed in Figs. 1 and 2, AWIN is considered to be 6 m2, AWAL is considered to be 388 m2, the maximum permissible thickness d2max for the insulation layer of the wall is considered 0.10 m, while for the layers 1 and 3 of the wall construction, thicknesses have been assumed d1 = 0.10 m and d3 = 0.01 m, respectively, and thermal conductivities k1 = 0.75 W/mK and k3 = 0.48 W/mK, respectively. The developed decisions problem (14) is a mixed-integer multiobjective combinatorial optimization problem ([29] and [30]). Moreover, as already mentioned, the two criteria that have been considered are competitive, since any decrease of the one, leads to an increase of the other. Table 3, that displays the payoff matrix when each criterion is optimized independently from the other, demonstrates this competitiveness. When the cost criterion is optimized, low-cost decision choices are made that may, however, lead to decreased energy savings since the building load coefcient takes high values and vice versa. The problem has been programmed in the LINGO software [31] and three well known multi-objective optimization techniques have been used to solve it ([29,30]): the compromise programming, the global criterion method, and the goal programming. To apply compromise programming, the decision model is modied so as to include one only criterion. The aim in this technique is to minimize the distance of the criterion values from their optimum values. Considering this, the decision problem is formulated as follows: minz l s:t: all constraints of multiobjective problem14 l ! g 1 x g 1min p1 =g 1min l ! g 2 x g 2min p2 =g 2min l!0
Table 2 Characteristics and data for different insulation materials Insulation types Density (kg/m3) Thermal conductivity (W/mK) U21 = 0.050 U22 = 0.029 U23 = 0.023 U24 = 0.020 Cost (s/m3)

where, l corresponds to the Tchebyshev distance, g1min and g2min are the optimum (minimum) values of the two criteria when optimized independently (see Table 3), and p1 and p2 are corresponding weight coefcients reecting the relative importance of the two criteria. The weight coefcients allow the DM to express his/her preferences regarding the criteria, and must satisfy the following constraint p1 p2 1: (16)

(15)

The solution of problem (15) for different values of the weight coefcients, leads to the results summarized in Table 4. Obviously, as the weight coefcient of the cost criterion increases, the solution of problem (15) approaches and nally reaches (when p1 = 1 and p2 = 0) the optimum solution when only this criterion is optimized (see Table 3). At the same time, when the weight coefcient of the building load coefcient criterion increases, the solution approaches and nally reaches (when p2 = 1 and p1 = 0) the optimum solution when this criterion is optimized in isolation (see Table 3). For intermediary values of the weight coefcients, several solutions may be obtained that favor the criteria at higher or lower levels depending upon the specic values, which have been chosen. This behavior is also demonstrated through Fig. 3 that displays how the criteria values change depending upon the specic values of the weights. In addition, Table 4 provides information on how the decision choices change with the modication of the DMs preferences that are expressed through the weight coefcients, e.g. as long as p1 ! 0.5, which means that the DM pays more attention in the cost criterion than the building load coefcient, the model suggests as insulation material the cellular glass (x21 = 1, x22 = x23 = x24 = 0) that is the cheapest solution (see Table 2), while for values of p1 less than 0.5, more expensive but at the same time more energy efcient solutions are suggested (x21 = 0). To apply the global criterion method, the two criteria of the initial problem (14) are integrated into one single criterion under the rationale that the best choice may be obtained through the decrease of a single criterion that will lead to decision choices

Cellular glass Expanded polystyrene molded beads Cellular polyourethan Polysocynaurale

136.000 16.000 24.000 0.020

C21 = 50 C22 = 100 C23 = 150 C24 = 200

Table 3 Payoff matrix Type of solution [min]g1(x) [min]g2(x) C (s) 1270 8960 BLC (W/K) 372.22 86.08 x11 1 0 x12 0 0 x13 0 0 x14 0 1 x21 1 0 x22 0 0 x23 0 0 x24 0 1 x3 1 2

Fig. 3. Criteria value changes when applying compromise programming.

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as close as possible to those that would have been obtained, if the two criteria had been optimized independently from one another. This rationale, leads to the formulation of the following decision problem:     g x g 1min g x g 2min minug 1 x; g 2 x p1 1 p2 2 g 1min g 2min s:t: all constraints of multiobjective problem14 (17) where again, p1 and p2 correspond to the weight coefcients of the two criteria of the initial problem (14), for which Eq. (16) holds, as well as all the comments that were mentioned earlier in the case of the compromise programming. The application of the global criterion method to the decision problem (17), leads to similar results as those of the compromise programming. Table 5 displays the corresponding results that demonstrate the change of the criteria values when different values of the weight coefcients are used. To apply nally the goal programming method, it is assumed that specic goals are to be achieved for each criterion. These goals, from which the variation is minimized through goal programming, are translated to two upper limits, g1max and g2max, for the rst and second criterion, respectively. In the examined case study, these limits have been assumed to be equal to the optimum values of the two criteria, obtained when they are optimized independently from one another (see Table 3). Moreover, according to the principles of goal programming, weights are dened representing the trade-off between the considered criteria and not relative importance, as the weights did in the previously considered methods. To dene the weights, one criterion is considered as the reference criterion taking weight equal to 1, while for the other considered criteria weights are dened so as to reect their trade-off with the reference one. In the examined case, weights p01 and p02 are provided for the cost and the building load coefcient criteria, respectively. Considering cost as the reference criterion, it takes weight p01 equal to 1, while the weight p02 of the other criterion represents the euro that the DM is 0 1 Il L X X @x4l x5l ming 1 x C C 1il x1il A
l 1 il 1

Given the above, the following decision problem is formulated for the application of the goal programming method:
0 miny p01 d 1 p2 d2 s:t: all constraints of multiobjective problem14 g 1 x d 1 d1 g 1max g 2 x d d 2 g 2max 2 d ; d ; d ; d ! 0 1 2 1 2

(18)

where d 1 and d1 represent the surplus and the decit, respectively, as far as the goal for the rst criterion is concerned, while d 2 and d2 represent the surplus and the decit, respectively, as far as the goal for the second criterion is concerned. Table 6 summarizes the results from the application of goal programming for different values of the criteria weights. The results make obvious again that the more a criterion is considered important by the DM, the more the nal decision is in favor of this criterion.

3.4. Analysis of results and discussion The results of all three multi-objective optimization techniques employed for the solution of the problem under study demonstrate the feasibility as well as the strengths of applying such techniques to the problem of energy efciency improvement. The application of this systematic approach allowed for the simultaneous consideration, without having to prescribe any particular set of choices, all possible combinations of alternative actions. The approach, allows also the consideration of any logical, physical, technical or other constraints that may apply and permits the DM to guide the solutions according to his/her own preferences. However, the case study examined in the previous sections is a ve one. In reality, the corresponding decision models are rather na expected to be far more complicated and far more difcult to solve. To make this statement more apparent, consider a few simple extensions of the previously studied case. Assume that the decision choices include also the type of the door, and the size of both the door and the window frames. In such a case, the decision problem expands as follows: 1 C 2 jn x 2 jn A
2 2

APER

L X x4l x5l l1

N2 X

0 @x3n dsn 2 2

Jn X
2

0 1 Il L X X @ ming 2 x BLC x4l x5l U 1il x1il A P

l 1 il 1

n2 1

jn 1

P APER L l1 x4l x5l P PJn2 N2 N1 n1 dk1 =kn1 n2 1 x3n2 dsn2 = j 1 k2 jn x2 jn

n2 2 2

s:t: Il X x1il 1 8 il 2 f1; 2; . . . ; Il g

il 1 Jn
2 X

(19) x2 jn 1 8 jn2 2 f1; 2; . . . ; In2 g

2

jn 1
2

x1il 2 f0; 1g 8 il 2 f1; 2; . . . ; Il g x2 jn 2 f0; 1g 8 jn2 2 f1; 2; . . . ; J n2 g 2 x3n2 2 N f0g 8 n2 2 f1; 2; . . . ; N2 g x3n2 dn2 max =dsn2 8 n2 2 f1; 2; . . . ; N2 g hlmin x4l hlmax 8 l 2 f1; 2; . . . ; Lg wlmin x5l wlmax 8 l 2 f1; 2; . . . ; Lg

willing to pay, in order to reduce the building load coefcient by 1 W/K. In simple words, if the DM is willing to pay 5 s to reduce the building load coefcient by 1 W/K, p02 should be chosen equal to 5 s per W/K.

where  l is an index for the door and window frames, the sizes of which may be altered, n1 is an index to the known construction layers of

C. Diakaki et al. / Energy and Buildings 40 (2008) 17471754 Table 5 Indicative problem solutions when applying the global criterion method u 0.00 0.33 0.82 0.99 1.06 1.14 1.20 1.10 0.90 0.61 0.00 p1 1.0 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0.0 p2 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 C (s) 1270 1270 1570 2240 2240 2240 2540 4480 4480 8960 8960 BLC (W/K) 372.22 372.22 356.62 216.13 216.13 216.13 200.53 128.11 128.11 86.08 86.08 x11 1 1 0 1 1 1 0 0 0 0 0 x12 0 0 1 0 0 0 1 1 1 0 0 x13 0 0 0 0 0 0 0 0 0 0 0 x14 0 0 0 0 0 0 0 0 0 1 1 x21 1 1 1 1 1 1 1 0 0 0 0 x22 0 0 0 0 0 0 0 1 1 0 0 x23 0 0 0 0 0 0 0 0 0 0 0 x24 0 0 0 0 0 0 0 0 0 1 1 x3 1 1 1 2 2 2 2 2 2 2 2

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may increase dramatically, thus making the solving procedure extremely difcult. In such case, techniques other and more sophisticated than those presented herein may become necessary, like ([29,30]) aggregated approaches (e-constraint method, Tchebyshev scalarisation, etc.), interactive techniques (interactive surrogate worth trade-off method, GDF method, STEM, Light Beam Search, etc.) or other methods (GUESS, NIMBUS, reference point approach, etc.). All these concerns, however, raise directions for a future study. The particular investigations presented herein, despite the highlighted problem of complexity, demonstrate the feasibility and the potential of a multi-objective optimization approach to the problem of energy efciency improvement in buildings. 4. Conclusions and future work The improvement of energy efciency of buildings is among the rst priorities of the energy policy in the EU and worldwide as indicated by the published directives and the promotion of ISO and other related standards. For the improvement of the energy efciency of the buildings and the quality of their indoor environment, several measures are available, and the DM has to compensate environmental, energy, nancial and social factors in order to make a selection among them. The problem of the DM is characterized by the existence of multiple and in several cases competitive objectives each of which should be optimized against a set of feasible and available solutions that is prescribed by a set of parameters and constraints that should be taken into account. In simple words, the DM is facing a multi-objective optimization problem that is usually, however, approached through simulation and/or multicriteria decision making techniques that focus on particular aspects of the problem rather than a global confrontation. The aim of this paper was to investigate the feasibility of developing a stand-alone multi-objective optimization model for the decision problem that will allow for the consideration of as many available options as possible without the need to be combined and/or complemented by any other method such as simulation, multicriteria decision analysis techniques, etc. A simple case study was investigated that demonstrated the feasibility of the approach. However, it was also found out, that when the energy efciency improvement problem is faced in its real-world dimensions, it possesses inherent difculties that complicate both the modeling and the solution approach. It remains now to future, more detailed investigations, to prove or debunk the ability of the multi-objective optimization approach to handle the problem of improving energy efciency in buildings in its real dimensions. References
[1] International Energy AgencyInternational Organization for Standardization (IEAISO), International Standards to develop and promote energy efciency and renewable energy sources, Special ISO FocusWorld Energy Congress (2007) 510. [2] EUROSTAT, News release, 126, 2006. [3] Ofcial Journal of the European Communities, Directive 2002/91/EC of the European Parliament and of the Council of 16 December 2002 on the energy performance of buildings, L1/65, 2003. [4] ISO 13790:2004, Thermal performance of buildingscalculation of energy use for space heating, International Organization of Standardization, 2004. [5] ISO 7730:2005, Ergonomics of the thermal environmentanalytical determination and interpretation of thermal comfort using calculation of the PMV and PPD indices and local thermal comfort criteria, International Organization of Standardization, 2005. [6] prEN 15217:2005, Energy performance of buildingsmethods for expressing energy performance and for energy certication of buildings, Centre Europeen de Normalisation (CEN), 2005.

Table 6 Indicative problem solutions when applying goal programming y 286.14 1430.70 2270.49 3558.97 4470.85 5917.84 6840.59 7690.00 p1 p2 1 1 1 1 1 1 1 1 1 5 10 20 30 65 100 180 C (s) BLC (W/K) x11 x12 x13 x14 x21 x22 x23 x24 x3 1270 1270 2240 2540 4480 5080 7020 8960 372.22 372.22 216.13 200.53 128.11 118.51 96.99 86.08 1 1 1 0 0 0 0 0 0 0 0 1 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 1 1 1 1 1 1 0 0 0 0 0 0 0 0 1 1 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 1 1 1 2 2 2 2 2 2

the walls, n2 is an index to the construction layers of the walls for which the thicknesses as well as the materials to be used are to be found, il is an index to the available types for frame l, and jn2 is an index to the available materials for the walls construction layer n2.  x1il are decision variables corresponding to the available types for frame l, x2 jn are decision variables corresponding to available 2 materials for the walls construction layer n2, x3n2 are decision variables used to identify the thicknesses of the unknown walls construction layers n2, and x4l and x5l are decision variables that correspond to the choices for the height and width of frame l.  C 1il is the cost of frame type il, C 2 jn is the cost of material jn2 , dsn2 2 is a standard market thickness for material jn2 , hlmin and hlmax are the minimum and maximum permissible heights for frame l, wlmin and wlmax are the minimum and maximum permissible widths for frame l, and APER is the total surface of the walls including the door and window surfaces. It is obvious, that even simple extensions of the considered issues may increase greatly both the size and the complexity of the decision problem. Consider now all the criteria that the DM may wish to optimize (indoor comfort, environmental and social criteria, etc.), and all the possibilities that the DM has available in order to improve the energy efciency of a building (other choices may involve the electrical systems, the heating and cooling options, etc., see Section 2). A nal issue that should not be ignored in the frame of energy efciency improvement is the time dimension. In the examined case study, the problem was of a static nature. However, the problem under study has a dynamic nature since any present choices have consequences that extend in time, and it is possible that alternatives, which seem promising today, are not such good through a long-term perspective. This means that in order to get results valid in the long term, all the choices should be examined for a time period that covers their lifetime (e.g. the cost criterion should include, beside the initial investment, any future operational, maintenance and replacement costs that may emerge during the use of the building as well as any resulting savings). Without any doubt, the resulting decision problem, although nite,

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