A differential evolution approach for solving constrained min–max optimization problems

Many problems occurring in engineering can be formulated as min–max optimization problems, for instance, in game theory, robust optimal control and many others. Min–max problems are considered difficult to solve, specially constrained min–max optimization problems. Approaches using co-evolutionary algorithms have successfully been used to solve min–max optimization problems without constraints. We propose a novel differential evolution approach consisting of three populations with a scheme of copying individuals for solving constrained min–max problems. Promising results have been obtained showing the suitability of the approach.

► Many problems appearing in engineering can be formulated as constrained min–max.
► A new method based on a differential evolution approach has been proposed.
► Results on constrained min–max benchmarks show the suitability of the developed approach.