On invariance and linear convergence of evolution strategies with augmented Lagrangian constraint handling.
Asma AtamnaAnne AugerNikolaus HansenPublished in: Theor. Comput. Sci. (2020)
Keyphrases
- constraint handling
- augmented lagrangian
- constrained optimization problems
- evolution strategy
- differential evolution
- constrained optimization
- global convergence
- evolutionary algorithm
- convergence speed
- alternating direction
- optimization methods
- optimization problems
- penalty function
- convergence rate
- optimization algorithm
- genetic algorithm
- fitness function
- global search
- total variation
- particle swarm optimization algorithm
- multi objective optimization
- optimization method
- particle swarm optimization
- mutation operator
- particle swarm optimization pso
- evolutionary computation
- objective function
- regularization term
- hybrid algorithm
- optimal design
- lagrange multipliers
- genetic programming