A Globally Convergent Evolutionary Strategy for Stochastic Constrained Optimization with Applications to Reinforcement Learning.
Youssef DiouaneAurélien LucchiVihang PatilPublished in: CoRR (2022)
Keyphrases
- constrained optimization
- evolutionary strategy
- reinforcement learning
- augmented lagrangian
- objective function
- constrained optimization problems
- variational inequalities
- line search
- penalty function
- dynamic programming
- neural network
- autocalibration
- evolutionary algorithm
- newton method
- fixed point
- linear programming
- lagrange multipliers
- optimal solution