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Article Dans Une Revue EURO Journal on Computational Optimization Année : 2021

A merit function approach for evolution strategies

Résumé

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.
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Dates et versions

hal-03208770 , version 1 (26-04-2021)

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Youssef Diouane. A merit function approach for evolution strategies. EURO Journal on Computational Optimization, 2021, 9, ⟨10.1016/j.ejco.2020.100001⟩. ⟨hal-03208770⟩
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