evolution strategies – Optimization Online

A Merit Function Approach for Evolution Strategies

Published: 2018/04/09, Updated: 2018/10/17

Constrained Nonlinear Optimization derivative-free optimization, evolution strategies, global convergence, merit function

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 … Read more

Globally Convergent Evolution Strategies for Constrained Optimization.

Published: 2014/07/15

Youssef Diouane

Serge Gratton

Luis Nunes Vicente

Constrained Nonlinear Optimization bound and linear constraints, constrained optimization, evolution strategies, extreme barrier function, global convergence, projection, quadratic models, search step

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