Constrained optimization by applying the /spl alpha/ constrained method to the nonlinear simplex method with mutations

• Published in: IEEE transactions on evolutionary computation Vol. 9; no. 5; pp. 437 - 451
• Main Authors: Takahama, T., Sakai, S.
• Format: Journal Article
• Language: English
• Published: IEEE 01-10-2005
• Subjects: constrained optimization; Constraint optimization; Convergence; Decision feedback equalizers; evolutionary algorithms; Evolutionary computation; Genetic mutations; Intelligent systems; nonlinear optimization; nonlinear simplex method; Stochastic processes; Upper bound
• ISSN: 1089-778X; 1941-0026
• DOI: 10.1109/TEVC.2005.850256

Constrained optimization problems are very important and frequently appear in the real world. The /spl alpha/ constrained method is a new transformation method for constrained optimization. In this method, a satisfaction level for the constraints is introduced, which indicates how well a search point satisfies the constraints. The /spl alpha/ level comparison, which compares search points based on their level of satisfaction of the constraints, is also introduced. The /spl alpha/ constrained method can convert an algorithm for unconstrained problems into an algorithm for constrained problems by replacing ordinary comparisons with the /spl alpha/ level comparisons. In this paper, we introduce some improvements including mutations to the nonlinear simplex method to search around the boundary of the feasible region and to control the convergence speed of the method, we apply the /spl alpha/ constrained method and we propose the improved /spl alpha/ constrained simplex method for constrained optimization problems. The effectiveness of the /spl alpha/ constrained simplex method is shown by comparing its performance with that of the stochastic ranking method on various constrained problems.