Performance Comparison of CEALM and NPSOL

Conventional methods to solve the nonlinear programming problem range from augmented Lagrangian methods to sequential quadratic programming (SQP) methods. NPSOL, which is a SQP code, has been widely used to solve various optimization problems but is still subject to many numerical problems such as convergence to local optima, difficulties in initialization and in handling non-smooth cost functions. Recently, many evolutionary methods have been developed for constrained optimization. Among them, CEALM (Co-Evolutionary Augmented Lagrangian Method) shows excellent performance in the following aspects: global optimization capability, low sensitivity to the initial parameter guessing, and excellent constraint handling capability due to the benefit of the augmented Lagrangian function. This algorithm is ...