A hybrid differential evolution augmented Lagrangian method for constrained numerical and engineering optimization

We present a new hybrid method for solving constrained numerical and engineering optimization problems in this paper. The proposed hybrid method takes advantage of the differential evolution (DE) ability to find global optimum in problems with complex design spaces while directly enforcing feasibility of constraints using a modified augmented Lagrangian multiplier method. The basic steps of the proposed method are comprised of an outer iteration, in which the Lagrangian multipliers and various penalty parameters are updated using a first-order update scheme, and an inner iteration, in which a nonlinear optimization of the modified augmented Lagrangian function with simple bound constraints is implemented by a modified differential evolution algorithm. Experimental results based on several well-known constrained numerical and engineering optimization problems demonstrate that the proposed method shows better performance in comparison to the state-of-the-art algorithms. •A method hybridizing augmented Lagrangian multiplier and differential evolution algorithm is proposed.•We formulate a bound constrained optimization problem by a modified augmented Lagrangian function.•The proposed algorithm is successfully tested on several benchmark test functions and four engineering design problems.