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An effective co-evolutionary differential evolution for constrained optimization. (English) Zbl 1114.65061

Summary: Many practical problems can be formulated as constrained optimization problems. Due to the simple concept and easy implementation, the penalty function method has been one of the most common techniques to handle constraints. However, the performance of this technique greatly relies on the setting of penalty factors, which are usually determined by manual trial and error, and the suitable penalty factors are often problem-dependent and difficult to set.
In this paper, a differential evolution approach based on a co-evolution mechanism is proposed to solve the constrained problems. First, a special penalty function is designed to handle the constraints. Second, a co-evolution model is presented and differential evolution is employed to perform evolutionary search in spaces of both solutions and penalty factors. Thus, the solutions and penalty factors evolve interactively and self-adaptively, and both the satisfactory solutions and suitable penalty factors can be obtained simultaneously.
Simulation results based on several benchmark functions and three well-known constrained design problems as well as comparisons with some existed methods demonstrate the effectiveness, efficiency and robustness of the proposed method.

MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
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