A Merit Function Approach for Evolution Strategies
Optimization and Control
2018-10-18 v2
Abstract
In this paper, we extend a class of globally convergent evolution strategies to handle general constrained optimization problems. The proposed framework handles relaxable constraints using a merit function approach combined with a specific restoration procedure. The unrelaxable constraints in our framework, when present, are treated either by using the extreme barrier function or through a projection approach. The introduced extension guaranties to the regarded class of evolution strategies global convergence properties for first order stationary constraints. Preliminary numerical experiments are carried out on a set of known test problems as well as on a multidisciplinary design optimization problem
Cite
@article{arxiv.1804.11111,
title = {A Merit Function Approach for Evolution Strategies},
author = {Youssef Diouane},
journal= {arXiv preprint arXiv:1804.11111},
year = {2018}
}