Mixed Variable Non-linear Optimization by Differential Evolution

This article discusses solving non-linear programming problems containing integer, discrete and continuous variables. A novel mixed integer-discrete-continuous, non-linear optimization method based on Differential Evolution algorithm is described. Also the required handling techniques for integer, discrete and continuous variables are described including the techniques needed to handle boundary constraints as well as those needed to simultaneously deal with several non-linear and non-trivial constraint functions. Previous experiments and comparisons with other methods for mixed integer-discretecontinuous non-linear optimization have suggested that the described approach is capable of obtaining high quality solutions. The novel method is relatively easy to implement and use. It is found to be effective, efficient and robust, which makes it as an attractive and widely applicable approach for solving practical problems in the field of prediction.