2011 | OriginalPaper | Buchkapitel
Electromagnetism-Like Augmented Lagrangian Algorithm for Global Optimization
verfasst von : Ana Maria A. C. Rocha, Edite M. G. P. Fernandes
Erschienen in: Soft Computing in Industrial Applications
Verlag: Springer Berlin Heidelberg
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This paper presents an augmented Lagrangian algorithmto solve continuous constrained global optimization problems. The algorithm approximately solves a sequence of bound constrained subproblems whose objective function penalizes equality and inequality constraints violation and depends on the Lagrange multiplier vectors and a penalty parameter. Each subproblem is solved by a population-based method that uses an electromagnetism-like mechanism to move points towards optimality. Benchmark problems are solved in a performance evaluation of the proposed augmented Lagrangian methodology.A comparison with a well-known technique is also reported.