Analysis of Constrained Optimization Problems by the SCE-UA with an Adaptive Penalty Function

2016 ◽  
Vol 30 (3) ◽  
pp. 04015035 ◽  
Author(s):  
Sangho Lee ◽  
Taeuk Kang
Author(s):  
Xinghuo Yu ◽  
◽  
Baolin Wu

In this paper, we propose a novel adaptive penalty function method for constrained optimization problems using the evolutionary programming technique. This method incorporates an adaptive tuning algorithm that adjusts the penalty parameters according to the population landscape so that it allows fast escape from a local optimum and quick convergence toward a global optimum. The method is simple and computationally effective in the sense that only very few penalty parameters are needed for tuning. Simulation results of five well-known benchmark problems are presented to show the performance of the proposed method.


2014 ◽  
Vol 2014 ◽  
pp. 1-15 ◽  
Author(s):  
Minggang Dong ◽  
Ning Wang ◽  
Xiaohui Cheng ◽  
Chuanxian Jiang

Motivated by recent advancements in differential evolution and constraints handling methods, this paper presents a novel modified oracle penalty function-based composite differential evolution (MOCoDE) for constrained optimization problems (COPs). More specifically, the original oracle penalty function approach is modified so as to satisfy the optimization criterion of COPs; then the modified oracle penalty function is incorporated in composite DE. Furthermore, in order to solve more complex COPs with discrete, integer, or binary variables, a discrete variable handling technique is introduced into MOCoDE to solve complex COPs with mix variables. This method is assessed on eleven constrained optimization benchmark functions and seven well-studied engineering problems in real life. Experimental results demonstrate that MOCoDE achieves competitive performance with respect to some other state-of-the-art approaches in constrained optimization evolutionary algorithms. Moreover, the strengths of the proposed method include few parameters and its ease of implementation, rendering it applicable to real life. Therefore, MOCoDE can be an efficient alternative to solving constrained optimization problems.


Author(s):  
YIBO HU

For constrained optimization problems, evolutionary algorithms often utilize a penalty function to deal with constraints, even if it is difficult to control the penalty parameters. To overcome this shortcoming, this paper presents a new penalty function which has no parameter and can effectively handle constraint first, after which a hybrid-fitness function integrating this penalty function into the objective function is designed. The new fitness function can properly evaluate not only feasible solution, but also infeasible one, and distinguish any feasible one from an infeasible one. Meanwhile, a new crossover operator based on simplex crossover operator and a new PSO mutation operator are also proposed, which can produce high quality offspring. Based on these, a new evolutionary algorithm for constrained optimization problems is proposed. The simulations are made on ten widely used benchmark problems, and the results indicate the proposed algorithm is effective.


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