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
invarianceconstrained optimizationMarkov chainevolution strategiesaugmented Lagrangianadaptive randomized algorithms
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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