Stochastic ranking for constrained evolutionary optimization

Thomas P. RUNARSSON, Xin YAO

Research output: Journal PublicationsJournal Article (refereed)peer-review

1502 Citations (Scopus)

Abstract

Penalty functions are often used in constrained optimization. However, it is very difficult to strike the right balance between objective and penalty functions. This paper introduces a novel approach to balance objective and penalty functions stochastically, i.e., stochastic ranking, and presents a new view on penalty function methods in terms of the dominance of penalty and objective functions. Some of the pitfalls of naive penalty methods are discussed in these terms. The new ranking method is tested using a (μ, λ) evolution strategy on 13 benchmark problems. Our results show that suitable ranking alone (i.e., selection), without the introduction of complicated and specialized variation operators, is capable of improving the search performance significantly.
Original languageEnglish
Pages (from-to)284-294
Number of pages11
JournalIEEE Transactions on Evolutionary Computation
Volume4
Issue number3
DOIs
Publication statusPublished - 2000
Externally publishedYes

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