Globally convergent evolution strategies for constrained optimization.
Youssef DiouaneSerge GrattonLuís Nunes VicentePublished in: Comput. Optim. Appl. (2015)
Keyphrases
- constrained optimization
- evolution strategy
- globally convergent
- augmented lagrangian
- constrained optimization problems
- evolutionary algorithm
- global convergence
- optimization methods
- differential evolution
- objective function
- autocalibration
- penalty function
- particle swarm optimization algorithm
- variational inequalities
- lagrange multipliers
- genetic algorithm
- simulated annealing
- line search
- cost function
- newton method