Article ID: | iaor2006973 |
Country: | United Kingdom |
Volume: | 32 |
Issue: | 6 |
Start Page Number: | 1499 |
End Page Number: | 1514 |
Publication Date: | Jun 2005 |
Journal: | Computers and Operations Research |
Authors: | Sarimveis Haralambos, Nikolakopoulos Athanassios |
Keywords: | heuristics |
In this work a complete framework is presented for solving nonlinear constrained optimization problems based on the line-up differential evolution (LUDE) algorithm which is proposed for solving unconstrained problems. Linear and/or nonlinear constraints are handled by embodying them in an augmented Lagrangian function, where the penalty parameters and multipliers are adapted as the execution of the algorithm proceeds. The LUDE algorithm maintains a population of solutions, which is continuously improved as it thrives from generation to generation. In each generation the solutions are lined up according to the corresponding objective function values. The positions in the line are very important, since they determine to what extent the crossover and the mutation operators are applied to each particular solution. The efficiency of the proposed methodology is illustrated by solving numerous unconstrained and constrained optimization problems and comparing it with other optimization techniques that can be found in the literature.