Differential evolution algorithms for constrained global optimization

Abstract

In this thesis we propose four new methods for solving constrained global optimization problems. The first proposed algorithm is a differential evolution (DE) algorithm using penalty functions for constraint handling. The second algorithm is based on the first DE algorithm but also incorporates a filter set as a diversification mechanism. The third algorithm is also based on DE but includes an additional local refinement process in the form of the pattern search (PS) technique. The last algorithm incorporates both the filter set and PS into the DE algorithm for constrained global optimization. The superiority of feasible points (SFP) and the parameter free penalty (PFP) schemes are used as constraint handling mechanisms. The new algorithms were numerically tested using two sets of test problems and the results where compared with those of the genetic algorithm (GA). The comparison shows that the new algorithms outperformed GA. When the new methods are compared to each other, the last three methods performed better than the first method i.e. the DE algorithm. The new algorithms show promising results with potential for further research. Keywords: constrained global optimization, differential evolution, pattern search, filter method, penalty function, superiority of feasible points, parameter free penalty. ii