A differential evolution approach for solving constrained min-max optimization problems

Authors:
Gilberto A. S. Segundo;Renato A. Krohling;Rodrigo C. Cosme
Affiliations:
Graduate Program in Computer Science (PPGI), Federal University of Espırito Santo, Av. Fernando Ferrari, 514, Goiabeiras, CEP 29075-910, Vitória, ES, Brazil;Department of Production Engineering & Graduate Program in Computer Science (PPGI), Federal University of Espıırito Santo, Av. Fernando Ferrari, 514, Goiabeiras, CEP 29075-910, Vitó ...;Graduate Program in Computer Science (PPGI), Federal University of Espırito Santo, Av. Fernando Ferrari, 514, Goiabeiras, CEP 29075-910, Vitória, ES, Brazil
Venue:
Expert Systems with Applications: An International Journal
Year:
2012

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Abstract

Many problems occurring in engineering can be formulated as min-max optimization problems, for instance, in game theory, robust optimal control and many others. Min-max problems are considered difficult to solve, specially constrained min-max optimization problems. Approaches using co-evolutionary algorithms have successfully been used to solve min-max optimization problems without constraints. We propose a novel differential evolution approach consisting of three populations with a scheme of copying individuals for solving constrained min-max problems. Promising results have been obtained showing the suitability of the approach.