Improved Penalty Function with Memory for Stochastically Constrained Optimization via Simulation.
Jungmin HanSeong-Hee KimChuljin ParkPublished in: ACM Trans. Model. Comput. Simul. (2021)
Keyphrases
- constrained optimization
- penalty function
- constraint handling
- constrained optimization problems
- penalty functions
- unconstrained optimization
- objective function
- augmented lagrangian
- lagrange multipliers
- inequality constraints
- genetic algorithm
- fitness function
- iterative methods
- interval analysis
- evolutionary strategy
- neural network