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Journal ArticleDOI

Penalty Function Methods for Constrained Optimization with Genetic Algorithms

01 Apr 2005-Mathematical & Computational Applications (Association for Scientific Research)-Vol. 10, Iss: 1, pp 45-56
TL;DR: These penalty-based methods for handling constraints in Genetic Algorithms are presented and discussed and their strengths and weaknesses are discussed.
Abstract: Genetic Algorithms are most directly suited to unconstrained optimization. Application of Genetic Algorithms to constrained optimization problems is often a challenging effort. Several methods have been proposed for handling constraints. The most common method in Genetic Algorithms to handle constraints is to use penalty functions. In this paper, we present these penalty-based methods and discuss their strengths and weaknesses.

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Citations
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Journal ArticleDOI
TL;DR: A multi-dual decomposition algorithm based on the augmented Lagrangian and classic penalty function is developed, which provides more reliable solutions than previous ones for the risk-averse uncapacitated facility location problem under stochastic disruptions.
Abstract: We consider the risk-averse uncapacitated facility location problem under stochastic disruptions. By the Conditional-value-at-risk, we control the risks at each individual customer, while previous works usually control the entire networks. We show that our model provides more reliable solutions than previous ones. The resulting formulation is a mixed-integer nonlinear programming. In response, we develop a multi-dual decomposition algorithm based on the augmented Lagrangian and classic penalty function. A class of decomposed unconstrained subproblems are then solved by an iterative approach not relying on Lagrange multipliers and differentiability. Our experiments show that the algorithm performs well even for some larger problems.

22 citations

Journal ArticleDOI
TL;DR: This article addresses the problem of the stability of a slope within the framework of the yield design theory (YDT), which is a rigorous method that avoids assumptions that could affect the instability of the slope.
Abstract: This article addresses the problem of the stability of a slope within the framework of the yield design theory (YDT), which is a rigorous method that avoids assumptions that could affect th...

22 citations

Journal ArticleDOI
TL;DR: A formalism for individual privacy constraints that is very general that subsumes strong privacy guarantees such as differential privacy, and a complexity-reduction approach that speeds up solving this optimization problem for time series by orders of magnitude.

21 citations

Journal ArticleDOI
TL;DR: In this article, a coupled framework is presented for element and structural level optimisation of CFS portal frames, under serviceability limit state (SLS) and ultimate limit states (ULS) conditions, using genetic algorithm.

21 citations


Cites methods from "Penalty Function Methods for Constr..."

  • ...To consider the design constraints for single objective optimisation in this study, an effective penalty approach [41, 42] is applied, in which the penalised value for each violated design constraint is gradually decreased as the generation progresses [33, 43]: CVPi = Kui Gen0....

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01 Jan 2012
TL;DR: In this paper, a whole-life value based facade design and optimisation tool was used for a real-world facade renovation project and the principal outcome was a series of optimal facade solutions that improved the social, environmental and economic value of the building at a reasonable capital economic cost.
Abstract: Facade design is a complex design and optimisation process. One of the difficulties is to understand how an existing building performs in the real world, which is essential to ensure the reliability of the building performance simulation used during facade design process. Another challenge is to devise a facade design option that represents the optimal trade-offs among different design objectives. This paper presents the use of a recently developed whole-life value based facade design and optimisation tool on a real-world facade renovation project. It illustrates the process of identifying the optimised facade. The principal outcome of the paper is a series of optimal facade solutions that improve the social, environmental and economic value of the building at a reasonable capital economic cost. The building performance simulation is validated by insitu measurements. The whole-life value based design approach produces optimal trade-offs between different design objectives and improves the quality of early stage design decisions.

21 citations

References
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Book
01 Sep 1988
TL;DR: In this article, the authors present the computer techniques, mathematical tools, and research results that will enable both students and practitioners to apply genetic algorithms to problems in many fields, including computer programming and mathematics.
Abstract: From the Publisher: This book brings together - in an informal and tutorial fashion - the computer techniques, mathematical tools, and research results that will enable both students and practitioners to apply genetic algorithms to problems in many fields Major concepts are illustrated with running examples, and major algorithms are illustrated by Pascal computer programs No prior knowledge of GAs or genetics is assumed, and only a minimum of computer programming and mathematics background is required

52,797 citations

Book
01 Jan 1992
TL;DR: GAs and Evolution Programs for Various Discrete Problems, a Hierarchy of Evolution Programs and Heuristics, and Conclusions.
Abstract: 1 GAs: What Are They?.- 2 GAs: How Do They Work?.- 3 GAs: Why Do They Work?.- 4 GAs: Selected Topics.- 5 Binary or Float?.- 6 Fine Local Tuning.- 7 Handling Constraints.- 8 Evolution Strategies and Other Methods.- 9 The Transportation Problem.- 10 The Traveling Salesman Problem.- 11 Evolution Programs for Various Discrete Problems.- 12 Machine Learning.- 13 Evolutionary Programming and Genetic Programming.- 14 A Hierarchy of Evolution Programs.- 15 Evolution Programs and Heuristics.- 16 Conclusions.- Appendix A.- Appendix B.- Appendix C.- Appendix D.- References.

12,212 citations

Book
03 Mar 1993
TL;DR: The book is a solid reference for professionals as well as a useful text for students in the fields of operations research, management science, industrial engineering, applied mathematics, and also in engineering disciplines that deal with analytical optimization techniques.
Abstract: COMPREHENSIVE COVERAGE OF NONLINEAR PROGRAMMING THEORY AND ALGORITHMS, THOROUGHLY REVISED AND EXPANDED"Nonlinear Programming: Theory and Algorithms"--now in an extensively updated Third Edition--addresses the problem of optimizing an objective function in the presence of equality and inequality constraints. Many realistic problems cannot be adequately represented as a linear program owing to the nature of the nonlinearity of the objective function and/or the nonlinearity of any constraints. The "Third Edition" begins with a general introduction to nonlinear programming with illustrative examples and guidelines for model construction.Concentration on the three major parts of nonlinear programming is provided: Convex analysis with discussion of topological properties of convex sets, separation and support of convex sets, polyhedral sets, extreme points and extreme directions of polyhedral sets, and linear programmingOptimality conditions and duality with coverage of the nature, interpretation, and value of the classical Fritz John (FJ) and the Karush-Kuhn-Tucker (KKT) optimality conditions; the interrelationships between various proposed constraint qualifications; and Lagrangian duality and saddle point optimality conditionsAlgorithms and their convergence, with a presentation of algorithms for solving both unconstrained and constrained nonlinear programming problemsImportant features of the "Third Edition" include: New topics such as second interior point methods, nonconvex optimization, nondifferentiable optimization, and moreUpdated discussion and new applications in each chapterDetailed numerical examples and graphical illustrationsEssential coverage of modeling and formulating nonlinear programsSimple numerical problemsAdvanced theoretical exercisesThe book is a solid reference for professionals as well as a useful text for students in the fields of operations research, management science, industrial engineering, applied mathematics, and also in engineering disciplines that deal with analytical optimization techniques. The logical and self-contained format uniquely covers nonlinear programming techniques with a great depth of information and an abundance of valuable examples and illustrations that showcase the most current advances in nonlinear problems.

6,259 citations

Journal ArticleDOI
TL;DR: GA's population-based approach and ability to make pair-wise comparison in tournament selection operator are exploited to devise a penalty function approach that does not require any penalty parameter to guide the search towards the constrained optimum.

3,495 citations


"Penalty Function Methods for Constr..." refers background in this paper

  • ...These approaches can be grouped in four major categories [28]: Category 1: Methods based on penalty functions - Death Penalty [2] - Static Penalties [15,20] - Dynamic Penalties [16,17] - Annealing Penalties [5,24] - Adaptive Penalties [10,12,35,37] - Segregated GA [21] - Co-evolutionary Penalties [8] Category 2: Methods based on a search of feasible solutions - Repairing unfeasible individuals [27] - Superiority of feasible points [9,32] - Behavioral memory [34]...

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Book
01 Jan 1996
TL;DR: In this work, the author compares the three most prominent representatives of evolutionary algorithms: genetic algorithms, evolution strategies, and evolutionary programming within a unified framework, thereby clarifying the similarities and differences of these methods.

2,679 citations