System and method for performing non-linear constrained optimization with a genetic algorithm

摘要

An augmented Lagrangian genetic algorithm that may be used to generate solutions for optimization problems subject to linear, bound, and non-linear constraints is discussed. The augmented Lagrangian genetic algorithm uses an adaptive mutation operator to separately handle the linear, and bound constraints, and uses an augmented Lagrangian framework to handle non-linear constraints. The non-linear constraints are handled by creating a sub-problem without the linear and bound constraints and solving the sub-problem using Lagrange parameter estimates and a penalty factor. The exclusion of the linear constraints and boundary constraints from the sub-problem allows the sub-problem to be resolved in a more effective manner than is possible using conventional techniques.