On invariance and linear convergence of evolution strategies with augmented Lagrangian constraint handling

DOI10.1016/j.tcs.2018.10.006zbMath1443.68225OpenAlexW2803742621MaRDI QIDQ2182718

Anne Auger, Nikolaus Hansen, Asma Atamna

Publication date: 26 May 2020

Published in: Theoretical Computer Science (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01660728v3/file/TCS-ES-Augmented-Lagrangian.pdf

zbMATH Keywords

invarianceconstrained optimizationMarkov chainevolution strategiesaugmented Lagrangianadaptive randomized algorithms

Mathematics Subject Classification ID

Evolutionary algorithms, genetic algorithms (computational aspects) (68W50) Approximation methods and heuristics in mathematical programming (90C59) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Randomized algorithms (68W20)

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