Abstract

ORTIZ, Diana M.; VELASQUEZ H, Juan David  and  JARAMILLO, Patricia. Evolution strategies as an option for optimizing non linear functions with restrictions. Rev. ing. univ. Medellín [online]. 2011, vol.10, n.18, pp.117-126. ISSN 1692-3324.

Evolution Strategies is a bio-inspired, robust, and efficient technique for solving optimization problems where the solution space is unrestricted. However, this assumption is unreal in many cases because the solution space is limited by complex boundaries in the form of linear and non-linear restrictions. In this paper, a modification of the original algorithm of Evolution Strategies for optimizing problems where the solution space is bounded using complex restrictions is proposed. The proposed method is based on the use of a penalization function which is zero inside of the feasible region and equal to the maximum value inside of the feasible region when an unfeasible point is considered. The proposed approach is proved using six benchmark problems. In all cases, our approach found an optimal point equal or lower than the values reported in the literature.

Keywords : evolution strategies; optimization; minimization; penalization functions.

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