Skip to main content

Constrained Evolutionary Optimization

The penalty function approach

  • Chapter
Evolutionary Optimization

Part of the book series: International Series in Operations Research & Management Science ((ISOR,volume 48))

Abstract

The penalty function method has been used widely in constrained evolutionary optimization (CEO). This chapter provides an in-depth analysis of the penalty function method from the point of view of search landscape transformation. The analysis leads to the insight that applying different penalty function methods in evolutionary optimization is equivalent to using different selection schemes. Based on this insight, two constraint handling techniques, i.e., stochastic ranking and global competitive ranking, are proposed as selection schemes in CEO. Our experimental results have shown that both techniques performed very well on a set of benchmark functions. Further analysis of the two techniques explains why they are effective: they introduce few local optima except for those defined by the objective functions.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  • Bäck, T. (1996). Evolutionary Algorithms in Theory and Practice. Oxford University Press, New York.

    Google Scholar 

  • Deb, K. (1999). An efficient constrained handling method for genetic algorithms. In Computer Methods in Applied Mechanics and Engineering, page in press.

    Google Scholar 

  • Fiacco, A. V. and McCormick, G. P. (1968). Nonlinear Programming: Sequential Unconstrained Minimization Techniques. Wiley, New-York.

    Google Scholar 

  • Floundas, C. and Pardalos, P. (1987). A Collection of Test Problems for Constrained Global Optimization, volume 455 of Lecture Notes in Computar Science. Springer-Verlag, Berlin, Germany.

    Google Scholar 

  • Gen, M. and Cheng, R. (1997). Genetic Algorithms and Engineering Design. Wiley, New-York.

    Google Scholar 

  • He, J. and Yao, X. (2001). Drift analysis and average time complexity of evolutionary algorithms. Artificial Intelligence, 127(1):57–85.

    Article  MathSciNet  Google Scholar 

  • Himmelblau, D. (1972). Applied Nonlinear Programming. McGraw-Hill, New-York.

    Google Scholar 

  • Hock, W. and Schittkowski, K. (1981). Test Examples for Nonlinear Programming Codes. Lecture Notes in Economics and Mathematical Systems. Springer-Verlag, Berlin, Germany.

    Google Scholar 

  • Hoffmeister, F. and Sprave, J. (1996). Problem independent handling of constraints by use of metric penalty functions. In Fogel, L. J., Angeline, P. J., and Bäck, T., editors, Proceedings of the Fifth Annual Conference on Evolutionary Programming, pages 289–294, Cambridge MA. The MIT Press.

    Google Scholar 

  • Jiménez, F. and Verdegay, J. L. (1999). Evolutionary techniques for constrained optimization problems. In Proc. of the 7th European Congress on Intelligent Techniques and Soft Computing (EUFIT’99), Germany, Berlin. Springer-Verlag.

    Google Scholar 

  • Joines, J. and Houck, C. (1994). On the use of non-stationary penalty functions to solve nonlinear constrained optimization problems with GAs. In Proc. IEEE International Conference on Evolutionary Computation, pages 579–584. IEEE Press.

    Google Scholar 

  • Kazarlis, S. and Petridis, V. (1998). Varying fitness functions in genetic algorithms: Studying the rate of increase in the dynamic penalty terms. In Parallel Problem Solving from Nature, volume 1498 of Lecture Notes in Computer Science, pages 211–220, Berlin, Germany. Springer.

    Google Scholar 

  • Koziel, S. and Michalewicz, Z. (1999). Evolutionary algorithms, homomorphous mappings, and constrained parameter optimization. Evolutionary Computation, 7(1): 19–44.

    CAS  PubMed  Google Scholar 

  • Michalewicz, Z. (1995). Genetic algorithms, numerical optimization and constraints. In Eshelman, L., editor, Proceedings of the 6th International Conference on Genetic Algorithms, pages 151–158, San Mateo, CA. Morgan Kaufman.

    Google Scholar 

  • Michalewicz, Z. and Attia, N. (1994). Evolutionary optimization of constrained problems. In Fogel, L. J. and Sebald, A., editors, Proc. of the 2nd Annual Conference on Evolutionary Programming, pages 98–108, River Edge, NJ. World Scientific Publishing.

    Google Scholar 

  • Michalewicz, Z., Nazhiyath, G., and Michalewicz, M. (1996). A note on usefulness of geometrical crossover for numerical optimization problems. In Fogel, L., Angeline, P., and Bäck, T., editors, Proc. of the 5th Annual Conference on Evolutionary Programming, pages 305–312. MIT Press, Cambridge, MA.

    Google Scholar 

  • Michalewicz, Z. and Schoenauer, M. (1996). Evolutionary algorithms for constrained parameter optimization problems. Evolutionary Computation, 4(1):1–32.

    Google Scholar 

  • Reeves, C. R. (1997). Genetic algorithms for the operations researcher. INFORMS Journal on Computing, 9(3):231–247.

    MATH  Google Scholar 

  • Rudolph, G. (1997). Convergence Properties of Evolutionary Algorithms. Verlag Dr. Kovač, Hamburg.

    Google Scholar 

  • Runarsson, T. P. (2000). Evolutionary Problem Solving. PhD thesis, University of Iceland, Reykjavik, Iceland.

    Google Scholar 

  • Runarsson, T. P. and Yao, X. (2000). Stochastic ranking for constrained evolutionary optimization. IEEE Transactions on Evolutionary Computation, 4(3):284–294.

    Article  Google Scholar 

  • Schwefel, H.-P. (1995). Evolution and Optimum Seeking. Wiley, New-York.

    Google Scholar 

  • Siedlecki, W. and Sklansky, J. (1989). Constrained genetic optimization via dynamic reward-penalty balancing and its use in pattern recognition. In International Conference on Genetic Algorithms, pages 141–149.

    Google Scholar 

  • Smith, A. E. and Coit, D. W. (1997). Penalty functions. In Bäck, T., Fogel, D. B., and Michalewicz, Z., editors, Handbook on Evolutionary Computation, pages C5.2:1–6. Oxford University Press.

    Google Scholar 

  • Yao, X., Liu, Y., and Lin, G. (1999). Evolutionary programming made faster. IEEE Transactions on Evolutionary Computation, 3(2):82–102.

    Google Scholar 

Download references

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2003 Kluwer Academic Publishers

About this chapter

Cite this chapter

Runarsson, T., Yao, X. (2003). Constrained Evolutionary Optimization. In: Evolutionary Optimization. International Series in Operations Research & Management Science, vol 48. Springer, Boston, MA. https://doi.org/10.1007/0-306-48041-7_4

Download citation

  • DOI: https://doi.org/10.1007/0-306-48041-7_4

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-0-7923-7654-5

  • Online ISBN: 978-0-306-48041-6

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics