解约束优化问题的一种新的罚函数模型

罚函数法是进化算法中解决约束优化问题最常用的方法之一,它通过对不可行解进行惩罚使得搜索逐步进入可行域.罚函数常定义为目标函数与惩罚项之和,其缺陷一方面在于此模型的罚因子难以控制,另一方面当目标函数值与惩罚项的函数值的差值很大时,此模型不能有效地区分可行解与不可行解,从而不能有效处理约束.为了克服这些缺点,首先引入了目标满意度函数与约束满意度函数,前者是根据目标函数对解的满意度给出的一个度量,而后者是根据约束违反度对解的满意度给出的一个度量.然后将两者有机结合,定义了一种新的罚函数,给出了一种新的罚函数模型.并且设置了自适应动态罚因子,其随着当前种群质量和进化代数的改变而改变.因此它很易于控制.进一步设计了新的杂交和变异算子,在此基础上提出了解决约束优化问题的一种新的进化算法.通过对6个常用标准测试函数所作的数据仿真实验表明,提出的算法是十分有效的.     

基于约束支配多目标进化算法的航路改航方法

针对具有多目标多约束特征的航路改航问题,提出了基于约束支配的非支配排序多目标进化算法(NSGA-Ⅱ)的路径规划方法.采用了约束支配规则处理空中交通管制规则中关于改航的多个约束条件,建立个体解之间的约束支配关系.在产生初始群体时进行分区产生随机的浮点坐标,并提前筛选出符合航向角改变量约束的可接受解,增加删除算子用以处理不可接受的不可行解,进化算法迭代完成后,建立优化算子用以优化迭代产生的路径.在块状和离散状飞行限制区条件下分别进行仿真实验,实验结果表明,该方法能产生符合目标函数优化且路径复杂度较小的最优解.     

求解约束优化问题的ε-DE 算法

差分进化(differential evolution,简称DE)算法解决约束优化问题(constrained optimization problems,简称COPs)时通常采用可行解优先的比较规则,但是该方法不能利用种群中不可行解的信息.设计了可以利用不可行解信息的ε-DE算法.该算法通过构造一种比较准则,使得进化过程可以充分利用种群中优秀不可行解的信息.该准则通过引入种群约束允许放松程度的概念,在进化初始阶段使可行域边界上且拥有较优目标函数的不可行解进入种群;随着进化代数增加,种群约束允许放松程度不断减小,使得种群中不可行解数量减少,直到种群约束允许放松程度为0,种群完全由可行解组成.此外,还选择了一种改进的DE算法作为搜索算法,使得进化过程具有较快的收敛性.13个标准Benchmark函数实验仿真的结果表明:ε-DE算法是目前利用DE算法解决COPs问题中效果最好的.     

基于Oracle罚函数的自适应约束差分进化算法

为有效求解约束优化问题,减少算法参数,提出基于Oracle罚函数方法的自适应约束差分进化算法。为满足求解优化问题的常用标准,提出一种改进的Oracle罚函数方法。将改进的Oracle罚函数方法与三种自适应差分进化算法相结合,提出三种自适应约束差分进化算法。对11个典型测试函数的优化结果验证了Oracle罚函数方法与自适应差分进化算法结合的有效性。与参考文献中提出的算法的比较结果表明该方法具有良好的寻优性能,因此基于Oracle罚函数方法的自适应约束差分进化算法是一种有效约束优化方法。     

动态罚函数法求解约束优化问题

针对罚函数法在求解约束优化问题时罚系数不易选取的问题,提出一种基于动态罚函数的差分进化算法.利用罚函数法将约束优化问题转化为无约束优化问题.为平衡种群的目标函数和约束违反程度,结合ε约束法设计了一种动态罚系数策略,其中罚系数随着种群质量和进化代数的改变而改变.采用差分进化算法更新种群直到搜索到最优解.对IEEE CEC...     

约束进化算法及其应用研究综述

约束优化问题广泛存在于科学研究和工程实践中,其对应的约束优化进化算法也成为了进化领域的重要研究方向。约束优化进化算法的本质问题是如何有效地利用不可行解和可行解的信息,平衡目标函数和约束条件,使得算法更加高效。首先对约束优化问题进行定义;然后详细分析了目前主流的约束进化算法,同时,基于不同的约束处理机制,将这些机制分为约束和目标分离法、惩罚函数法、多目标优化法、混合法和其他算法,并对这些方法进行了详细的分析和总结;接着指出约束进化算法亟待解决的问题,并明确指出未来需要进一步研究的方向;最后对约束进化算法在工程优化、电子和通信工程、机械设计、环境资源配置、科研领域和管理分配等方面的应用进行了介绍。     

求解约束优化问题的粒子进化变异遗传算法

设计一种求解约束优化问题的粒子进化变异遗传算法(IGA_PSE).首先,分析候选解约束条件离差统计信息与约束违反函数之间的关系及其性质,基于约束条件离差统计信息提出一种改进约束处理方法;其次,基于粒子进化策略提出3种新变异算子;然后,讨论该算法早熟收敛的3种情况,并提出相应的种群多样化维持策略;最后,通过数值实验表明所提出的算法能够有效求解约束优化问题.     

具有局部和全局QoS约束的Web服务选择

提出一种具有局部和全局QoS约束的Web服务选择算法.将基于QoS的Web服务选择问题建模为带QoS约束的多目标组合优化问题,使用局部QoS约束过滤不满足约束条件的候选服务,通过归档式多目标模拟退火(AMOSA)算法同时优化多个QoS目标函数以产生一组Pareto优化解,利用全局QoS约束筛选出满足约束条件的Pareto最优解集.实验结果证明了该算法的有效性.     

结合增广Lagrange罚函数的约束优化差分进化算法

利用增广Lagrange罚函数处理问题的约束条件,提出了一种新的约束优化差分进化算法。基于增广Lagrange惩罚函数,将原约束优化问题转换为界约束优化问题。在进化过程中,根据个体的适应度值将种群分为精英种群和普通种群,分别采用不同的变异策略,以平衡算法的全局和局部搜索能力。用10个经典Benchmark问题进行了测试,实验结果表明,该算法能有效地处理不同的约束优化问题。     

基于混合策略的双种群约束优化算法

提出一种基于混合策略的双种群约束优化算法.利用双种群存储机制处理约束条件,并采用约束支配更新不可行解集,同时采用混合策略进化种群:在进化前期利用Deb准则产生可行解,并保留一部分非劣不可行解参与进化,保持种群多样性;在进化后期让最优个体和次优个体参与进化,使种群快速收敛.仿真实验结果表明,所提出的算法在保证种群多样性的同时,能够较好地收敛到全局最优解,且鲁棒性较好.     

基于种群个体可行性的约束优化进化算法

提出一种新的求解约束优化问题的进化算法.该算法在处理约束时不引入惩罚因子,使约束处理问题简单化.基于种群中个体的可行性,分别采用3种不同的交叉方式和混合变异机制用于指导算法快速搜索过程.为了求解位于边界附近的全局最优解,引入一种不可行解保存和替换机制,允许一定比例的最好不可行解进入下一代种群.标准测试问题的实验结果表明了该算法的可行性和有效性.     

一种改进的约束优化差分进化算法

提出一种改进的差分进化算法用于求解约束优化问题.该算法在处理约束时不引入惩罚因子,使约束处理问题简单化.利用佳点集方法初始化个体以维持种群的多样性.结合差分进化算法两种不同变异策略的特点,对可行个体与不可行个体分别采用DE/best/1变异策略和DE/rand/1策略,以提高算法的全局收敛性能和收敛速率.用几个标准的Benchmark问题进行了测试,实验结果表明该算法是一种求解约束优化问题的有效方法.     

An exact penalty function-based differential search algorithm for constrained global optimization

Differential search (DS) is a recently developed derivative-free global heuristic optimization algorithm for solving unconstrained optimization problems. In this paper, by applying the idea of exact penalty function approach, a DS algorithm, where an S-type dynamical penalty factor is introduced so as to achieve a better balance between exploration and exploitation, is developed for constrained global optimization problems. To illustrate the applicability and effectiveness of the proposed approach, a comparison study is carried out by applying the proposed algorithm and other widely used evolutionary methods on 24 benchmark problems. The results obtained clearly indicate that the proposed method is more effective and efficient over the other widely used evolutionary methods for most these benchmark problems.     

A new algorithm inspired in the behavior of the social-spider for constrained optimization

During the past decade, solving constrained optimization problems with swarm algorithms has received considerable attention among researchers and practitioners. In this paper, a novel swarm algorithm called the Social Spider Optimization (SSO-C) is proposed for solving constrained optimization tasks. The SSO-C algorithm is based on the simulation of cooperative behavior of social-spiders. In the proposed algorithm, individuals emulate a group of spiders which interact to each other based on the biological laws of the cooperative colony. The algorithm considers two different search agents (spiders): males and females. Depending on gender, each individual is conducted by a set of different evolutionary operators which mimic different cooperative behaviors that are typically found in the colony. For constraint handling, the proposed algorithm incorporates the combination of two different paradigms in order to direct the search towards feasible regions of the search space. In particular, it has been added: (1) a penalty function which introduces a tendency term into the original objective function to penalize constraint violations in order to solve a constrained problem as an unconstrained one; (2) a feasibility criterion to bias the generation of new individuals toward feasible regions increasing also their probability of getting better solutions. In order to illustrate the proficiency and robustness of the proposed approach, it is compared to other well-known evolutionary methods. Simulation and comparisons based on several well-studied benchmarks functions and real-world engineering problems demonstrate the effectiveness, efficiency and stability of the proposed method.     

一种非参数惩罚函数的优化演化算法

对约束优化问题的处理通常使用惩罚函数法,使用普通惩罚函数法的困难存在于参数的选取。该文提出一种基于演化算法的非参数罚函数算法,对违反约束条件动态地进行惩罚,由适应值的设定来平衡群体中可行解和不可行解的比例,使群体较好地向最优解逼近,使用实数编码的多父体单形杂交演化策略来实现新算法,通过对测试函数的检验,该算法具有稳健、高效、简洁易于实现等特点。     

A new constraint handling method based on the modified Alopex-based evolutionary algorithm

In this paper, a new constraint handling method based on a modified AEA (Alopex-based evolutionary algorithm) is proposed. Combined with a new proposed ranking and selecting strategy, the algorithm gradually converges to a feasible region from a relatively feasible region. By introduction of an adaptive relaxation parameter μ, the algorithm fully takes into account different functions corresponding to different sizes of feasible region. In addition, an adaptive penalty function method is employed, which adaptively adjust the penalty coefficient so as to guarantee a moderate penalty. By solving 11 benchmark test functions and two engineering problems, experiment results indicate that the proposed method is reliable and efficient for solving constrained optimization problems. Also, it has great potential in handling many engineering problems with constraints, even with equations.     

结合非固定多段罚函数的约束优化进化算法

利用非固定多段映射罚函数的约束条件,提出一种结合非固定多段罚函数的约束优化进化算法。该算法利用佳点集方法初始化种群,以保证其均匀分布在搜索空间中。在进化过程中,对种群进行单形交叉和多样性变异操作产生新的个体,增加种群的多样性。对6个经典Benchmark问题进行测试,实验结果表明,该算法能有效地处理不同的约束优化问题。     

An angle based evolutionary algorithm with infeasibility information for constrained many-objective optimization

Recently, angle-based approaches have shown promising for unconstrained many-objective optimization problems (MaOPs), but few of them are extended to solve constrained MaOPs (CMaOPs). Moreover, due to the difficulty in searching for feasible solutions in high-dimensional objective space, the use of infeasible solutions comes to be more important in solving CMaOPs. In this paper, an angle based evolutionary algorithm with infeasibility information is proposed for constrained many-objective optimization, where different kinds of infeasible solutions are utilized in environmental selection and mating selection. To be specific, an angle-based constrained dominance relation is proposed for non-dominated sorting, which gives infeasible solutions with good diversity the same priority to feasible solutions for escaping from the locally feasible regions. As for diversity maintenance, an angle-based density estimation is developed to give the infeasible solutions with good convergence a chance to survive for next generation, which is helpful to get across the large infeasible barrier. In addition, in order to utilize the potential of infeasible solutions in creating high-quality offspring, a modified mating selection is designed by considering the convergence, diversity and feasibility of solutions simultaneously. Experimental results on two constrained many-objective optimization test suites demonstrate the competitiveness of the proposed algorithm in comparison with five existing constrained many-objective evolutionary algorithms for CMaOPs. Moreover, the effectiveness of the proposed algorithm on a real-world problem is showcased.     

A novel modified differential evolution algorithm for constrained optimization problems

A novel modified differential evolution algorithm (NMDE) is proposed to solve constrained optimization problems in this paper. The NMDE algorithm modifies scale factor and crossover rate using an adaptive strategy. For any solution, if it is at a standstill, its own scale factor and crossover rate will be adjusted in terms of the information of all successful solutions. We can obtain satisfactory feasible solutions for constrained optimization problems by combining the NMDE algorithm and a common penalty function method. Experimental results show that the proposed algorithm can yield better solutions than those reported in the literature for most problems, and it can be an efficient alternative to solving constrained optimization problems.     

A hybrid approach to constrained global optimization

In this paper, we propose a novel hybrid global optimization method to solve constrained optimization problems. An exact penalty function is first applied to approximate the original constrained optimization problem by a sequence of optimization problems with bound constraints. To solve each of these box constrained optimization problems, two hybrid methods are introduced, where two different strategies are used to combine limited memory BFGS (L-BFGS) with Greedy Diffusion Search (GDS). The convergence issue of the two hybrid methods is addressed. To evaluate the effectiveness of the proposed algorithm, 18 box constrained and 4 general constrained problems from the literature are tested. Numerical results obtained show that our proposed hybrid algorithm is more effective in obtaining more accurate solutions than those compared to.