Computer Engineering and Applications ›› 2012, Vol. 48 ›› Issue (21): 5-8.

Previous Articles     Next Articles

Improved multi-objective constrained optimization differential evolution algorithm

LONG Wen   

  1. 1.Key Lab of Economics System Simulation, Guizhou University of Finance and Economics, Guiyang 550004, China
    2.School of Mathematics and Statistics, Guizhou University of Finance and Economics, Guiyang 550004, China
  • Online:2012-07-21 Published:2014-05-19

一种改进的多目标约束优化差分进化算法

龙  文   

  1. 1.贵州财经学院 贵州省经济系统仿真重点实验室,贵阳 550004
    2.贵州财经学院 数学与统计学院,贵阳 550004

Abstract: A novel multi-objective optimization differential evolution algorithm is proposed for solving constrained optimization problems. In the process of population evolution, the individuals generation based on good-point-set method is introduced into the evolutionary algorithm initial step. The constrained optimization problem is converted into a multi-objective optimization problem. The population is divided into Non-Pareto set and Pareto set based on multi-objective optimization technique. In order to improve global convergence of the proposed algorithm, DE/best/1 mutation scheme and DE/rand/1 mutation scheme are used to the Non-Pareto set and the Pareto set respectively. The experimental results show that the proposed algorithm can get high performance while dealing with various complex problems.

Key words: constrained optimization problems, differential evolution algorithm, multi-objective optimization, good-point-set

摘要: 提出一种新的多目标优化差分进化算法用于求解约束优化问题。该算法利用佳点集方法初始化个体以维持种群的多样性。将约束优化问题转化为两个目标的多目标优化问题。基于Pareto支配关系,将种群分为Pareto子集和Non-Pareto子集,结合差分进化算法两种不同变异策略的特点,对Non-Pareto子集和Pareto子集分别采用DE/best/1变异策略和DE/rand/1变异策略。数值实验结果表明该算法具有较好的寻优效果。

关键词: 约束优化问题, 差分进化算法, 多目标优化, 佳点集