A Computational Study on Different Penalty Functions with DIRECT Algorithm

The most common approach for solving constrained optimization problems is based on penalty functions, where the constrained problem is transformed into an unconstrained problem by penalizing the objective function when constraints are violated. In this paper, we analyze the implementation of penalty functions, within the DIRECT algorithm. In order to assess the applicability and performance of the proposed approaches, some benchmark problems from engineering design optimization are considered.

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