An empirical study about the usefulness of evolution strategies to solve constrained optimization problems

In this paper, we explore the capabilities of different types of evolution strategies (ES) to solve global optimization problems with constraints. The aim is to highlight the idea that the selection of the search engine is more critical than the selection of the constraint-handling mechanism, which can be very simple indeed. We show how using just three simple comparison criteria based on feasibility, the simple evolution strategy can be led to the feasible region of the search space and find the global optimum solution (or a very good approximation of it). Different ES including a variation of a (μ+1) − ES and with or without correlated mutation were implemented. Such approaches were tested using a well-known test suite for constrained optimization. Furthermore, the most competitive version found (among those five) was compared against three state-of-the-art approaches and it was also compared against a GA using the same constraint-handling approach. Finally, our evolution strategy was used to solve some engineering design problems.

[1]  X. Yu,et al.  Fuzzy Penalty Function Approach for Constrained Function Optimization with Evolutionary Algorithms , 2001 .

[2]  A. E. Eiben,et al.  Evolutionary Programming VII , 1998, Lecture Notes in Computer Science.

[3]  Thomas Bäck,et al.  A Survey of Evolution Strategies , 1991, ICGA.

[4]  Zbigniew Michalewicz,et al.  Genetic Algorithms + Data Structures = Evolution Programs , 1996, Springer Berlin Heidelberg.

[5]  Kenneth V. Price,et al.  An introduction to differential evolution , 1999 .

[6]  Xin Yao,et al.  Stochastic ranking for constrained evolutionary optimization , 2000, IEEE Trans. Evol. Comput..

[7]  Hans-Paul Schwefel,et al.  Parallel Problem Solving from Nature — PPSN IV , 1996, Lecture Notes in Computer Science.

[8]  Hans-Georg Beyer,et al.  The Theory of Evolution Strategies , 2001, Natural Computing Series.

[9]  Yaochu Jin,et al.  A comprehensive survey of fitness approximation in evolutionary computation , 2005, Soft Comput..

[10]  Werner Ebeling,et al.  Optimization of Road Networks Using Evolutionary Strategies , 1997, Evolutionary Computation.

[11]  Carlos A. Coello Coello,et al.  Use of a self-adaptive penalty approach for engineering optimization problems , 2000 .

[12]  Riccardo Poli,et al.  New ideas in optimization , 1999 .

[13]  K. Deb An Efficient Constraint Handling Method for Genetic Algorithms , 2000 .

[14]  Jasbir S. Arora,et al.  Introduction to Optimum Design , 1988 .

[15]  Abdollah Homaifar,et al.  Constrained Optimization Via Genetic Algorithms , 1994, Simul..

[16]  Carlos Artemio Coello-Coello,et al.  Theoretical and numerical constraint-handling techniques used with evolutionary algorithms: a survey of the state of the art , 2002 .

[17]  Gary B. Lamont,et al.  Evolutionary Algorithms for Solving Multi-Objective Problems , 2002, Genetic Algorithms and Evolutionary Computation.

[18]  Tapabrata Ray,et al.  Society and civilization: An optimization algorithm based on the simulation of social behavior , 2003, IEEE Trans. Evol. Comput..

[19]  Garrison W. Greenwood,et al.  Finding Low Energy Conformations of Atomic Clusters Using Evolution Strategies , 1998, Evolutionary Programming.

[20]  Christopher R. Houck,et al.  On the use of non-stationary penalty functions to solve nonlinear constrained optimization problems with GA's , 1994, Proceedings of the First IEEE Conference on Evolutionary Computation. IEEE World Congress on Computational Intelligence.

[21]  S. N. Kramer,et al.  An Augmented Lagrange Multiplier Based Method for Mixed Integer Discrete Continuous Optimization and Its Applications to Mechanical Design , 1994 .

[22]  Zbigniew Michalewicz,et al.  Genetic algorithms + data structures = evolution programs (3rd ed.) , 1996 .

[23]  Jonathan A. Wright,et al.  Self-adaptive fitness formulation for constrained optimization , 2003, IEEE Trans. Evol. Comput..

[24]  Raphael T. Haftka,et al.  A Segregated Genetic Algorithm for Constrained Structural Optimization , 1995, ICGA.

[25]  R. Reynolds,et al.  Using knowledge-based evolutionary computation to solve nonlinear constraint optimization problems: a cultural algorithm approach , 1999, Proceedings of the 1999 Congress on Evolutionary Computation-CEC99 (Cat. No. 99TH8406).

[26]  Khaled Rasheed,et al.  An Adaptive Penalty Approach for Constrained Genetic-Algorithm Optimization , 1998 .

[27]  Ashok Dhondu Belegundu,et al.  A Study of Mathematical Programming Methods for Structural Optimization , 1985 .

[28]  Lawrence J. Fogel,et al.  Intelligence Through Simulated Evolution: Forty Years of Evolutionary Programming , 1999 .

[29]  David B. Fogel,et al.  Evolutionary algorithms in theory and practice , 1997, Complex.

[30]  Yixin Chen,et al.  Hybrid constrained simulated annealing and genetic algorithms for nonlinear constrained optimization , 2001, Proceedings of the 2001 Congress on Evolutionary Computation (IEEE Cat. No.01TH8546).

[31]  Keigo Watanabe,et al.  Evolutionary Optimization of Constrained Problems , 2004 .

[32]  GUNAR E. LIEPINS,et al.  Representational issues in genetic optimization , 1990, J. Exp. Theor. Artif. Intell..

[33]  Zbigniew Michalewicz,et al.  Evolutionary Algorithms for Constrained Parameter Optimization Problems , 1996, Evolutionary Computation.

[34]  Zbigniew Michalewicz,et al.  Handbook of Evolutionary Computation , 1997 .

[35]  Lashon B. Booker,et al.  Proceedings of the fourth international conference on Genetic algorithms , 1991 .

[36]  David E. Goldberg,et al.  Genetic Algorithms in Search Optimization and Machine Learning , 1988 .

[37]  W. Vent,et al.  Rechenberg, Ingo, Evolutionsstrategie — Optimierung technischer Systeme nach Prinzipien der biologischen Evolution. 170 S. mit 36 Abb. Frommann‐Holzboog‐Verlag. Stuttgart 1973. Broschiert , 1975 .

[38]  C. Coello,et al.  CONSTRAINT-HANDLING USING AN EVOLUTIONARY MULTIOBJECTIVE OPTIMIZATION TECHNIQUE , 2000 .

[39]  Zbigniew Michalewicz,et al.  Evolutionary Computation at the Edge of Feasibility , 1996, PPSN.

[40]  Mauro Birattari,et al.  Swarm Intelligence , 2012, Lecture Notes in Computer Science.

[41]  Tapabrata Ray,et al.  A socio-behavioural simulation model for engineering design optimization , 2002 .

[42]  Dirk V. Arnold,et al.  Noisy Optimization With Evolution Strategies , 2002, Genetic Algorithms and Evolutionary Computation.

[43]  Zbigniew Michalewicz,et al.  Evolutionary Algorithms, Homomorphous Mappings, and Constrained Parameter Optimization , 1999, Evolutionary Computation.

[44]  Z. Michalewicz,et al.  Genocop III: a co-evolutionary algorithm for numerical optimization problems with nonlinear constraints , 1995, Proceedings of 1995 IEEE International Conference on Evolutionary Computation.

[45]  Zbigniew Michalewicz,et al.  Evolutionary optimization of constrained problems , 1994 .

[46]  Tapabrata Ray,et al.  Performance of kriging and cokriging based surrogate models within the unified framework for surrogate assisted optimization , 2004, Proceedings of the 2004 Congress on Evolutionary Computation (IEEE Cat. No.04TH8753).

[47]  Thomas Philip Runarsson,et al.  Constrained Evolutionary Optimization by Approximate Ranking and Surrogate Models , 2004, PPSN.

[48]  Marc Schoenauer,et al.  ASCHEA: new results using adaptive segregational constraint handling , 2002, Proceedings of the 2002 Congress on Evolutionary Computation. CEC'02 (Cat. No.02TH8600).

[49]  Carlos A. Coello Coello,et al.  Constraint-handling in genetic algorithms through the use of dominance-based tournament selection , 2002, Adv. Eng. Informatics.

[50]  Ingo Rechenberg,et al.  Evolutionsstrategie : Optimierung technischer Systeme nach Prinzipien der biologischen Evolution , 1973 .