On the convergence of adaptive stochastic search methods for constrained and multi-objective black-box optimization (Q328457)

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scientific article; zbMATH DE number 6641398
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    On the convergence of adaptive stochastic search methods for constrained and multi-objective black-box optimization
    scientific article; zbMATH DE number 6641398

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      On the convergence of adaptive stochastic search methods for constrained and multi-objective black-box optimization (English)
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      20 October 2016
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      This article presents some technical conditions that guarantee the convergence of a general class of adaptive stochastic algorithms for constrained black-box global optimization that do not require iterates to be always feasible and applies them to practical algorithms, including an evolutionary algorithm. Furthermore, the results are used to derive convergence results for stochastic search methods for constrained multi-objective optimization.
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      stochastic search
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      constrained optimization
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      multi-objective optimization
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      convergence
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      adaptive stochastic algorithms
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      global optimization
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      evolutionary algorithm
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