The second generation of self-organizing adaptive penalty strategy for constrained genetic search

Penalty function approaches have been extensively applied to genetic algorithms for tackling constrained optimization problems. The effectiveness of the genetic searches to locate the global optimum on constrained optimization problems often relies on the proper selections of many parameters involved in the penalty function strategies. A successful genetic search is often completed after a number of genetic searches with varied combinations of penalty function related parameters. In order to provide a robust and effective penalty function strategy with which the design engineers use genetic algorithms to seek the optimum without the time-consuming tuning process, the self-organizing adaptive penalty strategy (SOAPS) for constrained genetic searches was proposed. This paper proposes the second generation of the self-organizing adaptive penalty strategy (SOAPS-II) to further improve the effectiveness and efficiency of the genetic searches on constrained optimization problems, especially when equality constraints are involved. The results of a number of illustrative testing problems show that the SOAPS-II consistently outperforms other penalty function approaches.     

Self-organizing adaptive penalty strategy in constrained genetic search

This research aims to develop an effective and robust self-organizing adaptive penalty strategy for genetic algorithms to handle constrained optimization problems without the need to search for appropriate values of penalty factors for the given optimization problem. The proposed strategy is based on the idea that the constrained optimal design is almost always located at the boundary between feasible and infeasible domains. This adaptive penalty strategy automatically adjusts the value of the penalty parameter used for each of the constraints according to the ratio between the number of designs violating the specific constraint and the number of designs satisfying the constraint. The goal is to maintain equal numbers of designs on each side of the constraint boundary so that the chance of locating their offspring designs around the boundary is maximized. The new penalty function is self-defining and no parameters need to be adjusted for objective and constraint functions in any given problem. This penalty strategy is tested and compared with other known penalty function methods in mathematical and structural optimization problems, with favorable results.     

基于内部罚函数的进化算法求解约束优化问题

为解决现有约束处理方法可行解的适应度函数不包含约束条件的问题,提出了一种内部罚函数候选解筛选规则.该候选解筛选规则分别对可行解和不可行解采用内部罚函数和约束违反度进行筛选,从而达到平衡最小化目标函数和满足约束条件的目的.以进化策略算法为基础,给出了基于内部罚函数候选解筛选规则的进化算法的一个实现.进一步地,从理论和实验角度分别验证了内部罚函数候选解筛选规则的有效性:以(1+1)进化算法为例,从进化成功率方面验证了内部罚函数候选解筛选规则的理论有效性;通过13个测试问题的数值实验,从进化成功率、候选解后代是可行解的比例、进化步长和收敛速度方面验证了内部罚函数候选解筛选规则的实验有效性.     

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.     

An effective co-evolutionary particle swarm optimization for constrained engineering design problems

Many engineering design problems can be formulated as constrained optimization problems. So far, penalty function methods have been the most popular methods for constrained optimization due to their simplicity and easy implementation. However, it is often not easy to set suitable penalty factors or to design adaptive mechanism. By employing the notion of co-evolution to adapt penalty factors, this paper proposes a co-evolutionary particle swarm optimization approach (CPSO) for constrained optimization problems, where PSO is applied with two kinds of swarms for evolutionary exploration and exploitation in spaces of both solutions and penalty factors. The proposed CPSO is population based and easy to implement in parallel. Especially, penalty factors also evolve using PSO in a self-tuning way. Simulation results based on well-known constrained engineering design problems demonstrate the effectiveness, efficiency and robustness on initial populations of the proposed method. Moreover, the CPSO obtains some solutions better than those previously reported in the literature.     

非正交联合对角化的罚函数粒子群算法

针对多个矩阵近似联合对角化盲分离问题,提出一种新的非正交近似联合对角化算法.首先采用罚函数法将联合对角化的非线性约束优化模型转化为无约束优化模型;其次将粒子群优化算法引入无约束优化模型中实现目标函数的最优化,从而完成矩阵组的联合对角化.分析了惩罚因子的更新策略及算法的收敛性能,并设计仿真实验进行对比分析以检验算法解决实际盲分离问题的能力.     

Directed searching optimization algorithm for constrained optimization problems

A directed searching optimization algorithm (DSO) is proposed to solve constrained optimization problems in this paper. The proposed algorithm includes two important operations — position updating and genetic mutation. Position updating enables the non-best solution vectors to mimic the best one, which is beneficial to the convergence of the DSO; genetic mutation can increase the diversity of individuals, which is beneficial to preventing the premature convergence of the DSO. In addition, we adopt the penalty function method to balance objective and constraint violations. We can obtain satisfactory solutions for constrained optimization problems by combining the DSO and the penalty function method. Experimental results indicate that the proposed algorithm can be an efficient alternative on solving constrained optimization problems.     

一种求解约束优化问题的混合算法

提出一种基于修改增广Lagrange函数和PSO的混合算法用于求解约束优化问题。将约束优化问题转化为界约束优化问题,混合算法由两层迭代结构组成,在内层迭代中,利用改进PSO算法求解界约束优化问题得到下一个迭代点。外层迭代主要修正Lagrange乘子和罚参数,检查收敛准则是否满足,重构下次迭代的界约束优化子问题,检查收敛准则是否满足。数值实验结果表明该混合算法的有效性。     

动态分级中心引力约束优化算法及工程应用

结合非固定多段罚函数处理约束条件,提出一种动态分级中心引力优化算法用于求解约束优化问题。该算法利用佳点集初始化个体以保证种群的多样性。在每次迭代过程中将种群分为两个子种群,分别用于全局搜索和局部搜索,根据搜索阶段动态调整子种群个体数目。对几个标准的测试问题和工程优化问题进行数值实验,结果表明该算法能处理不同的约束优化问题。     

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.     

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.     

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...     

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。     

Uniform adaptive scaling of equality and inequality constraints within hybrid evolutionary-cum-classical optimization

The holy grail of constrained optimization is the development of an efficient, scale invariant and generic constraint handling procedure. To address these, the present paper proposes a unified approach of constraint handling, which is capable of handling all inequality, equality and hybrid constraints in a coherent manner. The proposed method also automatically resolves the issue of constraint scaling which is critical in real world and engineering optimization problems. The proposed unified approach converts the single-objective constrained optimization problem into a multi-objective problem. Evolutionary multi-objective optimization is used to solve the modified bi-objective problem and to estimate the penalty parameter automatically. The constrained optimum is further improved using classical optimization. The efficiency of the proposed method is validated on a set of well-studied constrained test problems and compared against without using normalization technique to show the necessity of normalization. The results establish the importance of scaling , especially in constrained optimization and call for further investigation into its use in constrained optimization research.     

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 Two-stage State Transition Algorithm for Constrained Engineering Optimization Problems

In this study, a state transition algorithm (STA) is investigated into constrained engineering design optimization problems. After an analysis of the advantages and disadvantages of two well-known constraint-handling techniques, penalty function method and feasibility preference method, a two-stage strategy is incorporated into STA, in which, the feasibility preference method is adopted in the early stage of an iteration process whilst it is changed to the penalty function method in the later stage. Then, the proposed STA is used to solve three benchmark problems in engineering design and an optimization problem in power-dispatching control system for the electrochemical process of zinc. The experimental results have shown that the optimal solutions obtained by the proposed method are all superior to those by typical approaches in the literature in terms of both convergency and precision.     

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。     

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。     

An exact penalty function algorithm for solving general constrained parameter optimization problems

An exact penalty function type of algorithm is proposed to solve a general class of constrained parameter optimization problems. The proposed algorithm has the property that any solution obtained by it will always satisfy the problem constraints, and that it will obtain a solution to the constrained problem, within a given specified tolerance, by solving a single unconstrained problem, i.e. it is not necessary to solve a sequence of unconstrained optimization problems. The algorithm applies a modification of Rosenbrock's (Rosenbrock, 1960) polynomial boundary penalty function, and a negative exponential penalty function with moving parameters, to modify the objective function in the neighborhood of the constrained region; a robust unconstrained algorithm (Davison and Wong, 1975) is then used to solve the resulting unconstrained optimization problem. Some standard test functions are included to show the performance of the algorithhm. Application of the algorithm is then made to solve some computer-aided design problems occurring in the area of control system synthesis.     

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.