Globally convergent evolution strategies for constrained optimization

DOI10.1007/S10589-015-9747-3zbMATH Open1326.90079OpenAlexW2147766706WikidataQ58040499 ScholiaQ58040499MaRDI QIDQ887166FDOQ887166

Serge Gratton, L. N. Vicente, Youssef Diouane

Publication date: 28 October 2015

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: http://oatao.univ-toulouse.fr/16217/1/Diouane_16217.pdf

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zbMATH Keywords

projectionconstrained optimizationglobal convergenceevolution strategiesquadratic modelssearch stepbound and linear constraintsextreme barrier function

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Cites Work

• PSwarm: a hybrid solver for linearly constrained global derivative-free optimization
• On Numerical Solution of the Maximum Volume Ellipsoid Problem
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• Algorithm 909
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Cited In (12)

• Objective-derivative-free methods for constrained optimization
• A taxonomy of constraints in black-box simulation-based optimization
• Title not available (Why is that?)
• A Derivative-Free Method for Structured Optimization Problems
• A parallel evolution strategy for an Earth imaging problem in geophysics
• Global convergence for evolution strategies in spherical problems: Some simple proofs and difficulties.
• Direct search based on probabilistic feasible descent for bound and linearly constrained problems
• TREGO: a trust-region framework for efficient global optimization
• Globally convergent evolution strategies
• A merit function approach for evolution strategies
• (Global) optimization: historical notes and recent developments
• Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions

Uses Software

• PSwarm
• NOMAD
• MVE
• MultiMin
• MCS

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