Constrained Optimization Via Genetic Algorithms

Abstract

This paper presents an application of genetic algorithms (GAs) to nonlinear constrained optimization. GAs are general purpose optimization algorithms which apply the rules of natural genetics to explore a given search space. When GAs are applied to nonlinear constrained problems, constraint handling becomes an important issue. The proposed search algorithm is realized by GAs which utilize a penalty function in the objective function to account for violation. This extension is based on systematic multi-stage assignments of weights in the penalty method as opposed to single-stage assignments in sequential unconstrained minimization. The experimental results are satisfactory and agree well with those of the gradient type methods.