Solução de problemas de otimização com restrições usando estratégias de penalização adaptativa e um algoritmo do tipo PSO

Abstract

In recent years, several meta-heuristics have been adopted for the solution of constrained optimization problems. One of these meta-heuristic that is becoming increasingly popular is the Particle Swarm Optimization - PSO. PSO is based on the metaphor of how some species share information and then use this information to move to the places where food is located. The population is formed by a group of individuals called particles representing possible solutions within a space multidimensional search. In this thesis, classical problems of constrained optimization where a PSO algorithm treats them as being unconstrained by introducing a method of adaptive penalty (Adaptive Penalty Method - APM) are analyzed. The APM adjusts the value of the penalty coeffcients of each constraint using the information collected from the population, such as the average of the objective function as well as the level of violation of each constraint. Several computational experiments are conducted to assess the performance the algorithm tests considering various problems found in the literature.