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A Merit Function Approach for Evolution Strategies

Y. Diouane (youssef.diouane***at***isae.fr)

Abstract: 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 projection approach. The introduced extension guaranties to the regarded class of evolution strategies global convergence properties for first order stationary constraints. Preliminary numerical experiments are carried out on a set of known test problems as well as on a multidisciplinary design optimization problem.

Keywords: Derivative-free optimization, evolution strategies, merit function, global convergence.

Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )

Citation: Tech. Report, ISAE-SUPAERO, 2018.

Download: [PDF]

Entry Submitted: 04/09/2018
Entry Accepted: 04/09/2018
Entry Last Modified: 10/17/2018

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