An electromagnetism-like method for nonlinearly constrained global optimization

Authors:
M. M. Ali;M. Golalikhani
Affiliations:
School of Computational and Applied Mathematics, Witwatersrand University, Wits 2050, Johannesburg, South Africa;Department of Industrial and Systems Engineering, University at Buffalo, The State University of New York, Buffalo, NY 14260, United States
Venue:
Computers & Mathematics with Applications
Year:
2010

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Abstract

We propose an electromagnetism-like (EM) method for constrained global optimization. The method is a modified version of the unconstrained EM method. We introduce the charge calculation of a point based on both the function value and the total constraint violations. Hence, the calculation of the total force vector is different from the original EM method. The new method is not penalty function-based and therefore the difficulty with the choice of the penalty parameter value does not arise. We have tested our method on a set of 13 benchmark test problems. Results obtained are compared with those from some recent algorithms. The comparisons show that our proposed method is suitable for solving constrained optimization problems.