基于改进DE算法的难约束优化问题的求解

Solution of Hard Constrained Optimization Problem Based on Modified Differential Evolution Algorithm

基于指数函数的性质,提出简易罚函数法(SPFM),用于有效求解难约束优化问题(COP),并屏蔽选取罚因子的困难性。将SPFM和差分演化相结合,给出一种求解难COP的改进差分演化算法(MDE)。利用MDE求解Bump问题可以得出该问题的多个新的最优解,证明MDE在求解难COP时的高效性。

For solving hard Constrained Optimization Problem（COP）, this paper proposes a new method named Simple Penalty Function Method （SPFM） based on properties of exponent function. SPFM avoids the difficulty of choosing the penalty factors. Modified Differential Evolution algorithm（MDE） is advanced, which combines SPFM with Differential Evolution（DE）. By using MDE to solve Bump problem, more better optimization solutions gained by MDE shows that MDE is effective.