Uniform adaptive scaling of equality and inequality constraints within hybrid evolutionary-cum-classical optimization

Abstract

The holy grail of constrained optimization is the development of an efficient, scale invariant and generic constraint handling procedure. To address these, the present paper proposes a unified approach of constraint handling, which is capable of handling all inequality, equality and hybrid constraints in a coherent manner. The proposed method also automatically resolves the issue of constraint scaling which is critical in real world and engineering optimization problems. The proposed unified approach converts the single-objective constrained optimization problem into a multi-objective problem. Evolutionary multi-objective optimization is used to solve the modified bi-objective problem and to estimate the penalty parameter automatically. The constrained optimum is further improved using classical optimization. The efficiency of the proposed method is validated on a set of well-studied constrained test problems and compared against without using normalization technique to show the necessity of normalization. The results establish the importance of scaling , especially in constrained optimization and call for further investigation into its use in constrained optimization research.