OATAO - Open Archive Toulouse Archive Ouverte Open Access Week

A merit function approach for evolution strategies

Diouane, Youssef A merit function approach for evolution strategies. (2021) EURO Journal on Computational Optimization, 9. ISSN 2192-4406

[img]
Preview
(Document in English)

PDF (Authors' version) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
502kB

Official URL: https://doi.org/10.1016/j.ejco.2020.100001

Abstract

In this paper, we extend a class of globally convergent evolution strategies to handle general constrained optimization problems. The proposed framework handles quantifiable relaxable constraints using a merit function approach combined with a specific restoration procedure. The unrelaxable constraints, when present, can be treated either by using the extreme barrier function or through a projection approach. Under reasonable assumptions, the introduced extension guarantees to the regarded class of evolution strategies global convergence properties for first order stationary constraints. Numerical experiments are carried out on a set of problems from the CUTEst collection as well as on known global optimization problems.

Item Type:Article
HAL Id:hal-03208770
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE-SUPAERO (FRANCE)
Laboratory name:
Statistics:download
Deposited On:26 Apr 2021 16:38

Repository Staff Only: item control page