Multiple Trajectory Search for Single Objective Constrained Real-Parameter Optimization Problems

In this paper, the Multiple Trajectory Search (MTS) is presented for single objective constrained real-parameter optimization problems. The MTS uses multiple agents to search the solution space concurrently. Each agent does an iterated region search using one of three candidate region search methods. By choosing a region search method that best fits the landscape of a solution's neighborhood, an agent may find its way to a local optimum or the global optimum. We applied the MTS to the eighteen benchmark problems designed for the CEC 2010 Competition on Single Objective Constrained Real-Parameter Optimization. The results are quite promising.