Multistage Covariance Matrix Adaptation with Differential Evolution for Constrained Optimization.
Shantanab DebchoudhuryRohan MukherjeeRupam KunduPublished in: SEMCCO (2012)
Keyphrases
- multistage
- covariance matrix
- differential evolution
- constrained optimization
- constrained optimization problems
- objective function
- constraint handling
- evolutionary algorithm
- covariance matrices
- optimization algorithm
- particle swarm optimization
- differential evolution algorithm
- convergence speed
- principal component analysis
- optimization method
- evolutionary strategy
- genetic algorithm
- particle swarm optimization pso
- sample size
- premature convergence
- mutation operator
- evolution strategy
- penalty function
- multi objective
- multi objective optimization
- lot sizing
- crossover operator
- dynamic programming
- particle swarm
- cost function
- global search
- step size
- closed form
- upper bound
- optimal policy
- harmony search
- optimization problems