Augmented Lagrangian Constraint Handling for CMA-ES---Case of a Single Linear Constraint - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Communication Dans Un Congrès Année : 2016

Augmented Lagrangian Constraint Handling for CMA-ES---Case of a Single Linear Constraint

Asma Atamna
  • Fonction : Auteur
  • PersonId : 736387
  • IdHAL : asma-atamna
Anne Auger
  • Fonction : Auteur
  • PersonId : 751513
  • IdHAL : anne-auger
Nikolaus Hansen

Résumé

We consider the problem of minimizing a function f subject to a single inequality constraint g(x) <= 0, in a black-box scenario. We present a co-variance matrix adaptation evolution strategy using an adaptive augmented La-grangian method to handle the constraint. We show that our algorithm is an instance of a general framework that allows to build an adaptive constraint handling algorithm from a general randomized adaptive algorithm for unconstrained optimization. We assess the performance of our algorithm on a set of linearly constrained functions, including convex quadratic and ill-conditioned functions, and observe linear convergence to the optimum.
Fichier principal
Vignette du fichier
PPSN-2016.pdf (1.43 Mo) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01390386 , version 1 (01-11-2016)

Identifiants

Citer

Asma Atamna, Anne Auger, Nikolaus Hansen. Augmented Lagrangian Constraint Handling for CMA-ES---Case of a Single Linear Constraint. Proceedings of the 14th International Conference on Parallel Problem Solving from Nature, Sep 2016, Edinburgh, United Kingdom. pp.181 - 191, ⟨10.1007/978-3-319-45823-6_17⟩. ⟨hal-01390386⟩
241 Consultations
623 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More