On a hyperbolic augmented lagrangian artificial fish swarm based method: convergence issues

Ana Maria A. C. Rocha, M. Fernanda P. Costa, Edite M. G. P. Fernandes · Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT) · 2012

The paper proposes a novel swarm intelligence population-based method that uses a hyperbolic augmented Lagrangian methodology for solving continuous constrained nonlinear global optimization problems. The sequence of subproblems generated by the augmented Lagrangian methodology is solved by a variant of the artificial fish swarm (AFS) algorithm. Convergence results to a global optimizer are provided. The stochastic convergence properties of the AFS algorithm are discussed. The practical behavior of the proposed algorithm is illustrated with a benchmark example.

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