Youssef Diouane

On the use of the energy norm in trust-region and adaptive cubic regularization subproblems

  • Elhoucine Bergou
  • Youssef Diouane
  • Serge Gratton
    • Categories Unconstrained Optimization Tags , , , , , , ,

    We consider solving unconstrained optimization problems by means of two popular globalization techniques: trust-region (TR) algorithms and adaptive regularized framework using cubics (ARC). Both techniques require the solution of a so-called “subproblem” in which a trial step is computed by solving an optimization problem involving an approximation of the objective function, called “the model”. The … Read more

    Globally Convergent Evolution Strategies for Constrained Optimization.

  • Youssef Diouane
  • Serge Gratton
  • Luis Nunes Vicente
    • Categories Constrained Nonlinear Optimization Tags , , , , , , ,

    In this work we propose, analyze, and test algorithms for linearly constrained optimization when no use of derivatives of the objective function is made. The proposed methodology is built upon the globally convergent evolution strategies previously introduced by the authors for unconstrained optimization. Two approaches are encompassed to handle the constraints. In a first approach, … Read more

    Globally Convergent Evolution Strategies and CMA-ES

  • Youssef Diouane
  • Serge Gratton
  • Luis Nunes Vicente
    • Categories Unconstrained Optimization Tags , , ,

    In this paper we show how to modify a large class of evolution strategies (ES) to rigorously achieve a form of global convergence, meaning convergence to stationary points independently of the starting point. The type of ES under consideration recombine the parents by means of a weighted sum, around which the offsprings are computed by … Read more