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A penalty function-based differential evolution algorithm for constrained global optimization

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  • M. Ali
  • W. Zhu

Abstract

We propose a differential evolution-based algorithm for constrained global optimization. Although differential evolution has been used as the underlying global solver, central to our approach is the penalty function that we introduce. The adaptive nature of the penalty function makes the results of the algorithm mostly insensitive to low values of the penalty parameter. We have also demonstrated both empirically and theoretically that the high value of the penalty parameter is detrimental to convergence, specially for functions with multiple local minimizers. Hence, the penalty function can dispense with the penalty parameter. We have extensively tested our penalty function-based DE algorithm on a set of 24 benchmark test problems. Results obtained are compared with those of some recent algorithms. Copyright Springer Science+Business Media, LLC 2013

Suggested Citation

  • M. Ali & W. Zhu, 2013. "A penalty function-based differential evolution algorithm for constrained global optimization," Computational Optimization and Applications, Springer, vol. 54(3), pages 707-739, April.
    • Handle: RePEc:spr:coopap:v:54:y:2013:i:3:p:707-739
    DOI: 10.1007/s10589-012-9498-3
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    References listed on IDEAS

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    1. Kaelo, P. & Ali, M.M., 2006. "A numerical study of some modified differential evolution algorithms," European Journal of Operational Research, Elsevier, vol. 169(3), pages 1176-1184, March.
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    Cited by:

    1. M. Joseane F. G. Macêdo & Elizabeth W. Karas & M. Fernanda P. Costa & Ana Maria A. C. Rocha, 2020. "Filter-based stochastic algorithm for global optimization," Journal of Global Optimization, Springer, vol. 77(4), pages 777-805, August.
    2. Yulong Xu & Jian-an Fang & Wu Zhu & Xiaopeng Wang & Lingdong Zhao, 2015. "Differential evolution using a superior–inferior crossover scheme," Computational Optimization and Applications, Springer, vol. 61(1), pages 243-274, May.
    3. Hao Liu & Yue Wang & Liangping Tu & Guiyan Ding & Yuhan Hu, 2019. "A modified particle swarm optimization for large-scale numerical optimizations and engineering design problems," Journal of Intelligent Manufacturing, Springer, vol. 30(6), pages 2407-2433, August.
    4. Liu, Jianjun & Wu, Changzhi & Wu, Guoning & Wang, Xiangyu, 2015. "A novel differential search algorithm and applications for structure design," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 246-269.
    5. M. Fernanda P. Costa & Rogério B. Francisco & Ana Maria A. C. Rocha & Edite M. G. P. Fernandes, 2017. "Theoretical and Practical Convergence of a Self-Adaptive Penalty Algorithm for Constrained Global Optimization," Journal of Optimization Theory and Applications, Springer, vol. 174(3), pages 875-893, September.
    6. Geng Lin & Wenxing Zhu & M. Montaz Ali, 2016. "An effective discrete dynamic convexized method for solving the winner determination problem," Journal of Combinatorial Optimization, Springer, vol. 32(2), pages 563-593, August.
    7. Ana Maria A. C. Rocha & M. Fernanda P. Costa & Edite M. G. P. Fernandes, 2017. "On a smoothed penalty-based algorithm for global optimization," Journal of Global Optimization, Springer, vol. 69(3), pages 561-585, November.
    8. Ana Rocha & M. Costa & Edite Fernandes, 2014. "A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues," Journal of Global Optimization, Springer, vol. 60(2), pages 239-263, October.

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