On the use of non-stationary penalty functions to solve nonlinear constrained optimization problems with GA´s

We discuss the use of non-stationary penalty functions to solve general nonlinear programming problems (NP) using real-valued GAs. The non-stationary penalty is a function of the generation number; as the number of generations increases so does the penalty. Therefore, as the penalty increases it puts more and more selective pressure on the GA to find a feasible solution. The ideas presented in this paper come from two basic areas: calculus-based nonlinear programming and simulated annealing. The non-stationary penalty methods are tested on four NP test cases and the effectiveness of these methods are reported