Progressive genetic algorithm for solution of optimization problems with nonlinear equality and inequality constraints

摘要

A new approach, identified as progressive genetic algorithm (PGA), is proposed for the solutions of optimization problems with nonlinear equality and inequality constraints. Based on genetic algorithms (GAs) and iteration method, PGA divides the optimization process into two steps; iteration and search steps. In the iteration step, the constraints of the original problem are linearized using truncated Taylor series expansion, yielding an approximate problem with linearized constraints. In this search step, GA is applied to the problem with linearized constraints for he local optimal solution. The final solution is obtained from a progressive iterative process. Application of he proceed method to two simple examples is given to demonstrate the algorithm.