A Penalty-Based Evolutionary Algorithm for Constrained Optimization

Author(s):  
Yuping Wang ◽  
Wei Ma
2015 ◽  
Vol 32 (05) ◽  
pp. 1550036 ◽  
Author(s):  
Chun-An Liu ◽  
Yuping Wang ◽  
Aihong Ren

For dynamic multi-objective constrained optimization problem (DMCOP), it is important to find a sufficient number of uniformly distributed and representative dynamic Pareto optimal solutions. In this paper, the time period of the DMCOP is first divided into several random subperiods. In each random subperiod, the DMCOP is approximately regarded as a static optimization problem by taking the time subperiod fixed. Then, in order to decrease the amount of computation and improve the effectiveness of the algorithm, the dynamic multi-objective constrained optimization problem is further transformed into a dynamic bi-objective constrained optimization problem based on the dynamic mean rank variance and dynamic mean density variance of the evolution population. The evolution operators and a self-check operator which can automatically checkout the change of time parameter are introduced to solve the optimization problem efficiently. And finally, a dynamic multi-objective constrained optimization evolutionary algorithm is proposed. Also, the convergence analysis for the proposed algorithm is given. The computer simulations are made on four dynamic multi-objective optimization test functions and the results demonstrate that the proposed algorithm can effectively track and find the varying Pareto optimal solutions or the varying Pareto fronts with the change of time.


2005 ◽  
Vol 13 (3) ◽  
pp. 329-352 ◽  
Author(s):  
Lauren Clevenger ◽  
Lauren Ferguson ◽  
William E. Hart

We introduce a filter-based evolutionary algorithm (FEA) for constrained optimization. The filter used by an FEA explicitly imposes the concept of dominance on a partially ordered solution set. We show that the algorithm is provably robust for both linear and nonlinear problems and constraints. FEAs use a finite pattern of mutation offsets, and our analysis is closely related to recent convergence results for pattern search methods. We discuss how properties of this pattern impact the ability of an FEA to converge to a constrained local optimum.


Sign in / Sign up

Export Citation Format

Share Document