A robust optimization approach using Kriging metamodels for robustness approximation in the CMA-ES.
Johannes W. KruisselbrinkMichael T. M. EmmerichAndré H. DeutzThomas BäckPublished in: IEEE Congress on Evolutionary Computation (2010)
Keyphrases
- robust optimization
- cma es
- evolution strategy
- chance constrained
- stochastic programming
- mathematical programming
- covariance matrix
- approximation algorithms
- chance constraints
- risk measures
- genetic algorithm
- semidefinite programming
- lot sizing
- candidate solutions
- black box
- decision theory
- global search
- particle swarm optimization algorithm
- optimization methods
- np hard
- evolutionary algorithm
- machine learning