A Simple Multimembered Evolution Strategy to Solve Constrained Optimization Problems

Abstract

This work presents a simple multimembered evolution strategy to solve global nonlinear optimization problems. The approach does not require the use of a penalty function. Instead, it uses a simple diversity mechanism based on allowing infeasible solutions to remain in the population. This technique helps the algorithm to find the global optimum despite reaching reasonably fast the feasible region of the search space. A simple feasibility-based comparison mechanism is used to guide the process toward the feasible region of the search space. Also, the initial stepsize of the evolution strategy is reduced in order to perform a finer search and a combined (discrete/intermediate) panmictic recombination technique improves its exploitation capabilities. The approach was tested with a well-known benchmark. The results obtained are very competitive when comparing the proposed approach against other state-of-the art techniques and its computational cost (measured by the number of fitness function evaluations) is lower than the cost required by the other techniques compared.