Efficient parameter-free adaptive penalty method with balancing the objective function value and the constraint violation Online publication date: Wed, 02-Jun-2021
by Takeshi Kawachi; Jun-ichi Kushida; Akira Hara; Tetsuyuki Takahama
International Journal of Computational Intelligence Studies (IJCISTUDIES), Vol. 10, No. 2/3, 2021
Abstract: Real world problems are often formularised as constrained optimisation problems (COPs). Constraint handling techniques are important for efficient search, and various approaches such as penalty methods or feasibility rule have been studied. The penalty methods deal with a single fitness function by combining an objective function value and a constraint violation with a penalty factor. Moreover, the penalty factor can be flexibly adapted by feeding back information on search process in adaptive penalty methods. However, setting parameters properly and keeping the good balance between the objective function value and the constraint violation are difficult. In this paper, we propose a new parameter-free adaptive penalty method with balancing the objective function value and the constraint violation. L-SHADE is adopted as a base search algorithm, and the optimisation results of 28 benchmark functions provided by the CEC2017 and CEC2018 competitions on constrained single-objective numerical optimisations are compared with other methods.
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