Benchmarking several strategies to update the penalty parameters in AL-CMA-ES on the bbob-constrained testbed - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Conference Papers Year : 2022

Benchmarking several strategies to update the penalty parameters in AL-CMA-ES on the bbob-constrained testbed

Abstract

In this paper, we benchmark several versions of a population-based evolution strategy with covariance matrix adaptation, handling constraints with an Augmented Lagrangian fitness function. The versions only differ in the strategy to adapt the penalty parameter of the fitness function. We compare the resulting algorithms, AL-CMA-ES, with random search and Powell’s derivative-free COBYLA on the recently released bbob-constrained test suite for constrained continuous optimization in dimensions ranging from 2 to 40. The experimental results allow identifying classes of problems where one algorithm is more advantageous to use. They also reveal features of the merit function used for performance assessment and in particular situations where even on simple problems the targets can be hard to meet for algorithms based on Lagrange multipliers.

Dates and versions

hal-03793560 , version 1 (01-10-2022)

Identifiers

Cite

Paul Dufossé, Asma Atamna. Benchmarking several strategies to update the penalty parameters in AL-CMA-ES on the bbob-constrained testbed. GECCO 2022 - The Genetic and Evolutionary Computation Conference, Jul 2022, Boston Massachusetts, France. pp.1691-1699, ⟨10.1145/3520304.3534014⟩. ⟨hal-03793560⟩
56 View
0 Download

Altmetric

Share

Gmail Mastodon Facebook X LinkedIn More