A computational study on different penalty functions with DIRECT algorithm

Authors:
Ana Maria A. C. Rocha;Rita Vilaça
Affiliations:
Department of Production and Systems, School of Engineering, University of Minho, Braga, Portugal,Algoritmi R&D Centre, University of Minho, Braga, Portugal;Algoritmi R&D Centre, University of Minho, Braga, Portugal
Venue:
ICCSA'13 Proceedings of the 13th international conference on Computational Science and Its Applications - Volume 1
Year:
2013

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Abstract

The most common approach for solving constrained optimization problems is based on penalty functions, where the constrained problem is transformed into an unconstrained problem by penalizing the objective function when constraints are violated. In this paper, we analyze the implementation of penalty functions, within the DIRECT algorithm. In order to assess the applicability and performance of the proposed approaches, some benchmark problems from engineering design optimization are considered.