A Lyapunov-Based Methodology for Constrained Optimization with Bandit Feedback.
Semih CayciYilin ZhengAtilla EryilmazPublished in: CoRR (2021)
Keyphrases
- constrained optimization
- constrained optimization problems
- objective function
- constraint handling
- unconstrained optimization
- penalty function
- augmented lagrangian
- stability analysis
- closed form solutions
- evolutionary algorithm
- penalty functions
- sufficient conditions
- dynamical systems
- closed loop
- interval analysis
- inequality constraints
- lagrange multipliers
- control law
- control scheme
- cost function
- search space