Augmented lagrangian, penalty techniques and surrogate modeling for constrained optimization with CMA-ES.
Paul DufosséNikolaus HansenPublished in: GECCO (2021)
Keyphrases
- augmented lagrangian
- constrained optimization
- penalty function
- constrained optimization problems
- objective function
- lagrange multipliers
- unconstrained optimization
- image denoising
- convex optimization
- evolution strategy
- total variation
- high resolution
- cost function
- loss function
- linear programming problems
- inequality constraints