Article ID: | iaor200972065 |
Country: | United Kingdom |
Volume: | 40 |
Issue: | 10 |
Start Page Number: | 969 |
End Page Number: | 987 |
Publication Date: | Oct 2008 |
Journal: | Engineering Optimization |
Authors: | Afshar M H |
Keywords: | heuristics: ant systems, networks: flow |
A penalty adapting ant algorithm is presented in an attempt to eliminate the dependency of ant algorithms on the penalty parameter used for the solution of constrained optimization problems. The method uses an adapting mechanism for determination of the penalty parameter leading to elimination of the costly process of penalty parameter tuning. The method is devised on the basis of observation that for large penalty parameters, infeasible solutions will have a higher total cost than feasible solutions and vice versa. The method therefore uses the best feasible and infeasible solution costs of the iteration to adaptively adjust the penalty parameter to be used in the next iteration. The pheromone updating procedure of the max-min ant system is also modified to keep ants on and around the boundary of the feasible search space where quality solutions can be found. The sensitivity of the proposed method to the initial value of the penalty parameter is investigated and indicates that the method converges to optimal or near-optimal solutions irrespective of the initial starting value of the penalty parameter. This is significant as it eliminates the need for sensitivity analysis of the method with respect to the penalty factor, thus adding to the computational efficiency of ant algorithms. Furthermore, it is shown that the success rate of the search algorithm in locating an optimal solution is increased when a self-adapting mechanism is used. The presented method is applied to a benchmark pipe network optimization problem in the literature and the results are presented and compared with those of existing algorithms.