A common approach to constraint handling in evolutionary optimization is to apply a penalty function to bias the search towards a feasible solution. It has been proposed that the subjective setting of various penalty parameters can be avoided using a multi-objective formulation. This paper analyses and explains in depth why and when the multi-objective approach to constraint handling is expected to work or fail. Furthermore, an improved evolutionary algorithm based on evolution strategies and

more »

... fferential variation is proposed. Extensive experimental studies have been carried out. Our results reveal that the unbiased multi-objective approach to constraint handling may not be as effective as one may have assumed.