An augmented Lagrangian ant colony based method for constrained optimization

被引:0
作者
Asghar Mahdavi
Mohammad Ebrahim Shiri
机构
[1] Amirkabir University of Technology,Department of Mathematics and Computer Science
来源
Computational Optimization and Applications | 2015年 / 60卷
关键词
Ant colony; Augmented Lagrangian function (ALF); Constrained optimization problems (COPs);
D O I
暂无
中图分类号
学科分类号
摘要
One of the most efficient penalty based methods to solve constrained optimization problems is the augmented Lagrangian algorithm. This paper presents a constrained optimization algorithm to solve continuous constrained global optimization problems. The proposed algorithm integrates the benefit of the continuous ant colony (ACOR\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\hbox {ACO}_\mathrm{R}$$\end{document}) capability for discovering the global optimum with the effective behavior of the Lagrangian multiplier method to handle constraints. This method is tested on 13 well-known benchmark functions and compared with four other state-of-the-art algorithms.
引用
收藏
页码:263 / 276
页数:13
相关论文
共 73 条
  • [1] Adeli H(1994)Augmented Lagrangian genetic algorithm for structural optimization J. Aerosp. Eng. 7 104-118
  • [2] Cheng NT(2011)Augmented Lagrangian for cone constrained topology optimization Comput. Optim. Appl. 49 101-122
  • [3] Amstutz S(2007)On augmented Lagrangian methods with general lower-level constraints SIAM J. Optim. 18 1286-1309
  • [4] Andreani R(2005)Numerical comparison of augmented Lagrangian algorithms for nonconvex problems Comput. Optim. Appl. 31 31-55
  • [5] Birgin EG(2010)Global minimization using an augmented Lagrangian method with variable lower-level constraints Math. Program. 125 139-162
  • [6] Martínez JM(2012)Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization Comput. Optim. Appl. 51 941-965
  • [7] Schuverdt ML(1996)Convergence properties of an augmented Lagrangian algorithm for optimization with a combination of general equality and linear constraints SIAM J. Optim. 6 674-703
  • [8] Birgin EG(2012)A genetic algorithm based augmented Lagrangian method for constrained optimization Comput. Optim. Appl. 53 869-902
  • [9] Castillo R(2010)A truncated newton method in an augmented Lagrangian framework for nonlinear programming Comput. Optim. Appl. 45 311-352
  • [10] Martínez JM(1999)Ant algorithms for discrete optimization Artif. Life 5 137-172