一种带Broyden变异的υ约束矩阵自适应进化策略用于约束优化

A υ-Constrained Matrix Adaptation Evolution Strategy With Broyden-Based Mutation for Constrained Optimization

IEEE Transactions on Cybernetics · 2021
被引 24
ABS 3

中文导读

提出一种υ水平罚函数将约束优化转为无约束问题,并引入Broyden变异将不可行解替换为可行解,结合矩阵自适应进化策略,在基准测试中优于多种先进约束进化优化器。

Abstract

To solve the nonconvex constrained optimization problems (COPs) over continuous search spaces by using a population-based optimization algorithm, balancing between the feasible and infeasible solutions in the population plays an important role over different stages of the optimization process. To keep this balance, we propose a constraint handling technique, called the υ -level penalty function, which works by transforming a COP into an unconstrained one. Also, to improve the ability of the algorithm in handling several complex constraints, especially nonlinear inequality and equality constraints, we suggest a Broyden-based mutation that finds a feasible solution to replace an infeasible solution. By incorporating these techniques with the matrix adaptation evolution strategy (MA-ES), we develop a new constrained optimization algorithm. An extensive comparative analysis undertaken using a broad range of benchmark problems indicates that the proposed algorithm can outperform several state-of-the-art constrained evolutionary optimizers.

约束优化进化策略罚函数法连续优化约束处理技术