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1 Introduction
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The optimizatibn of constrained functiqns, is a n area of par. * ,
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ticular importance in applications of engineering. mathematics and economics. among others. Constraints can he
hard or soft in nature:rrepr&enting physical limits of systems or preferred operating ranges. Hence, the rigidity with
which these constraints are enforced should reflect the nature of the constraints themselves..
Stochastic methods of solving constrained nonlinear optimization problems (CNOPs) are becoming popular due io
the success of evolutionary algorithms (EAs) in solving unconstrained optimization problems. EAs zomprise a family of computational techniques which. in general. simulate the evolutionary process [I]. Within this family. techniques may utilise population-based methods which rely on
stochastic variation and selection. When'applying EA techniques to CNOPs, constraints can he effectively removed
via penalty functions. and the problem can then he tackled
as an unconstrained optimization task.
Nonlinear optimization represents difficult challenges,
as noted in [2]. due to its incompatibility with general deterministic solution methods. Among many EAs investigated
for solving CNOPs, particle swarm optimization (PSO) has
been given considerable attention in the literature due to
its speed and efficiency as an optimization technique. For
real-timc CNOPs, which are common in many facets of engineering for example. genetic algorithms (GAS) may he
inefficient and slow, and thus PSO may provide a viable
alternative. Recently, PSO has been applied to CNOPs
with very encouraging results. Parsopoulos et a1 131 compared the ability of PSO to solve CNOPs with the use of
non-stationary multi-stage penalty functions'to that of other
21:
x Kd
+C2l'lllld
+ Clrand x (P<d - Z j d ) t
X (pgd
- .Cid)
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(1)
Z,d
Z;d
+ V;d
(2)
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F ( z )= f(:r) + h(k)H(z).
z ES
c R"
(3)
Where f ( 2 ) is the original objective function to be optimized. h ( k ) is a penalty value which is modified according
to the algorithm's current iteration number, and H ( s ) is a
penalty factor. also from [ 3 ] ,and is defined as:
rn
H ( 2 ) = cB(yi(z))qi(z)yiq,(5))
(4)
i=l
+
+
+
+
+
4 Experimental Methodology
Five well-known CNOP test problems were used in our
experiments, which comprise a selection of.minimization
problems common to those used in [31, [2], [5]and 161 for
comparative purposes. The aim of the experiments was to
directly compare the rate of convergence and accuracy of results of the two constraint-handling methods. in order to assess each method's suitability for application to real-world
problems. The test problems used were as follows:
4.1 Test Problem 1:
f ( ~=
)
5 Results
The two constraint-handling methods, FSM and PFM, were
applied to the above five test problems. Tables I and 2 show
the hest known solutions to the test problems followed hy
the hest snlution obtained by FSM and PFM respectively
over the 20 runs. Tables 3 and 4 show the average optimal
solution obtained by each method, followed in hrackets by
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Table 1 : Comparison of hest known solutions and best optimal solutions obtained hy PSO using FSM over 20 runs.
1.3934649
1.3934650
-6961.4960
(0.00000)
(0.00062)
-30648.008
8763.7 184
(0.09383)
(0.274458)
Table 2: Comparison of best known solutions and hest optimal solutions ohtained hy PSO using PFM over 20 runs.
The rate of convergence and accuracy of both methods applied to this prohlem were very competitive. As canhe seen
in Figure 1, a rapid convergence occurs during the first 2-3
iterations. The FSM achieved an optimum result very close
to the hest known solution. however the average optimum
results of the two methods over 20 runs were identical.
I Test 1 FSM
-6960.4 I55
680.75298
-30665.091
(MA)
(60,267)
(732)
(16)
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i.
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This test problem is a quadratic function which has a comparatively large relative size of feasible space (52.1230%,,
[2]), for which both methods showed convergence over a
similar number of iterations. The PFM outperformed the
FSM in terms of the optimum value found, however the
FSM performed consistently well. achieving the better average optimum.
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'1'"'
Acknowledgments
The authors would like to greatly acknowledge the Rowden White Foundation for their generous financial support
of this research. The authors would also like to acknowledge the assistance of Asanga Ratnaweera for his helpful
suggestions in preparing this paper.
6 Applications
Bibliography
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used with particle swarm optimization (PSO) to solve constrained nonlinear optimization problems (CNOPs). This
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