On Connections between Constrained Optimization and Reinforcement Learning.
Nino VieillardOlivier PietquinMatthieu GeistPublished in: CoRR (2019)
Keyphrases
- constrained optimization
- reinforcement learning
- objective function
- constrained optimization problems
- constraint handling
- unconstrained optimization
- state space
- interval analysis
- augmented lagrangian
- penalty function
- inequality constraints
- lagrange multipliers
- closed form solutions
- evolutionary strategy
- learning algorithm
- stationary points
- learning problems
- penalty functions
- neural network
- linear program
- dynamic programming
- pattern search
- search algorithm