A Filter-Based Evolutionary Algorithm for Constrained Optimization

Authors:
Lauren Clevenger;Lauren Ferguson;William E. Hart
Affiliations:
Sandia National Laboratories, Discrete Algorithms and Mathematics Dept, P.O. Box 5800, MS 1110, Albuquerque, New Mexico 87185-1110;Texas Technical Institute, Mathematics Dept., P.O. Box 41042, MS 1042, Lubbock, Texas 79409-1042;Sandia National Laboratories, Discrete Algorithms and Mathematics Dept., P.O. Box 5800, MS 1110, Albuquerque, NM 87185-1110
Venue:
Evolutionary Computation
Year:
2005

Citing 7
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Abstract

We introduce a filter-based evolutionary algorithm (FEA) for constrained optimization. The filter used by an FEA explicitly imposes the concept of dominance on a partially ordered solution set. We show that the algorithm is provably robust for both linear and nonlinear problems and constraints. FEAs use a finite pattern of mutation offsets, and our analysis is closely related to recent convergence results for pattern search methods. We discuss how properties of this pattern impact the ability of an FEA to converge to a constrained local optimum.