1 Introduction
Optimization is everywhere, from engineering applications to computer science and from
finance to decision making. Optimization is an important paradigm itself with a wide
range of applications. In almost all applications in engineering and industry, we are
always trying to optimize something, whether to minimize the cost and energy con-
sumption, or to maximize the profit, output, performance, and efficiency [1].
Mathematical optimization is the study of such planning and design problems using
mathematical tools [2]. It is possible to write most optimization problems in the generic
form as follows:
min
x∈<
n
f
i
(x), (i = 1, 2, ....M) (1.1)
Subject to h
j
(x) = 0, (j = 1, 2, ...J) (1.2)
g
k
(x) ≤ 0, (k = 1, 2, ..., K) (1.3)
Where M is the number