Globally convergent evolution strategies.
Youssef DiouaneSerge GrattonLuís Nunes VicentePublished in: Math. Program. (2015)
Keyphrases
- evolution strategy
- globally convergent
- global convergence
- autocalibration
- optimization methods
- variational inequalities
- evolutionary algorithm
- newton method
- differential evolution
- augmented lagrangian
- line search
- genetic algorithm
- convergence analysis
- constrained optimization problems
- global search
- particle swarm optimization algorithm
- convergence speed
- nonlinear programming
- convergence rate
- simulated annealing
- multi objective
- optimality conditions
- convex sets
- sensitivity analysis
- particle swarm optimization