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Solving Difficult Constrained Optimization Problems by the ε Constrained Differential Evolution with Gradient-Based Mutation

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Constraint-Handling in Evolutionary Optimization

Part of the book series: Studies in Computational Intelligence ((SCI,volume 198))

Abstract

While research on constrained optimization using evolutionary algorithms has been actively pursued, it has had to face the problem that the ability to solve multi-modal problems is insufficient, that the ability to solve problems with equality constraints is inadequate, and that the stability and efficiency of searches is low. We have proposed the εDE, defined by applying the ε constrained method to differential evolution (DE). It is shown that the εDE is a fast and stable algorithm that is robust to multi-modal problems and it can solve problems with many equality constraints by introducing a gradient-based mutation which finds a feasible point using the gradient of constraints. In this chapter, an improved εDE is proposed, in which faster reduction of the relaxation of equality constraints in the ε constrained method and higher gradient-based mutation rate are adopted in order to solve problems with many equality constraints and to find feasible solutions faster and very stably. Also, cutting off and reflecting back solutions outside of search space are adopted to improve the efficiency in finding optimal solutions. The improved εDE realizes stable and efficient searches, and can solve difficult constrained optimization problems with equality constraints. The advantage of the improved εDE is shown by applying it to twenty four constrained problems of various types.

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Takahama, T., Sakai, S. (2009). Solving Difficult Constrained Optimization Problems by the ε Constrained Differential Evolution with Gradient-Based Mutation. In: Mezura-Montes, E. (eds) Constraint-Handling in Evolutionary Optimization. Studies in Computational Intelligence, vol 198. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-00619-7_3

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  • DOI: https://doi.org/10.1007/978-3-642-00619-7_3

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00618-0

  • Online ISBN: 978-3-642-00619-7

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