A Reference Vector-Based Simplified Covariance Matrix Adaptation Evolution Strategy for Constrained Global Optimization

Article Type

Research Article

Publication Title

IEEE Transactions on Cybernetics

Abstract

During the last two decades, the notion of multiobjective optimization (MOO) has been successfully adopted to solve the nonconvex constrained optimization problems (COPs) in their most general forms. However, such works mainly utilized the Pareto dominance-based MOO framework while the other successful MOO frameworks, such as the reference vector (RV) and the decomposition-based ones, have not drawn sufficient attention from the COP researchers. In this article, we utilize the concepts of the RV-based MOO to design a ranking strategy for the solutions of a COP. We first transform the COP into a biobjective optimization problem (BOP) and then solve it by using the covariance matrix adaptation evolution strategy (CMA-ES), which is arguably one of the most competitive evolutionary algorithms of current interest. We propose an RV-based ranking strategy to calculate the mean and update the covariance matrix in CMA-ES. Besides, the RV is explicitly tuned during the optimization process based on the characteristics of COPs in a RV-based MOO framework. We also propose a repair mechanism for the infeasible solutions and a restart strategy to facilitate the population to escape from the infeasible region. We test the proposal extensively on two well-known benchmark suites comprised of 36 and 112 test problems (at different scales) from the IEEE CEC (Congress on Evolutionary Computation) 2010 and 2017 competitions along with a real-world problem related to power flow. Our experimental results suggest that the proposed algorithm can meet or beat several other state-of-the-art constrained optimizers in terms of the performance on a wide variety of problems.

First Page

3696

Last Page

3709

DOI

10.1109/TCYB.2020.3013950

Publication Date

5-1-2022

This document is currently not available here.

Share

COinS