A modified covariance matrix adaptation evolution strategy for real-world constrained optimization problems

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F20%3A10247257" target="_blank" >RIV/61989100:27240/20:10247257 - isvavai.cz</a>

Nalezeny alternativní kódy

RIV/61989100:27740/20:10247257

Výsledek na webu

<a href="https://dl.acm.org/doi/pdf/10.1145/3377929.3398185" target="_blank" >https://dl.acm.org/doi/pdf/10.1145/3377929.3398185</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1145/3377929.3398185" target="_blank" >10.1145/3377929.3398185</a>

Jazyk výsledku

angličtina

Název v původním jazyce

A modified covariance matrix adaptation evolution strategy for real-world constrained optimization problems

Popis výsledku v původním jazyce

Most of the real-world black-box optimization problems are associated with multiple non-linear as well as non-convex constraints, making them difficult to solve. In this work, we introduce a variant of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) with linear timing complexity to adopt the constraints of Constrained Optimization Problems (COPs). CMA-ES is already well-known as a powerful algorithm for solving continuous, non-convex, and black-box optimization problems by fitting a second-order model to the underlying objective function (similar in spirit, to the Hessian approximation used by Quasi-Newton methods in mathematical programming). The proposed algorithm utilizes an e-constraint-based ranking and a repair method to handle the violation of the constraints. The experimental results on a group of real-world optimization problems show that the performance of the proposed algorithm is better than several other state-of-the-art algorithms in terms of constraint handling and robustness. (C) 2020 Owner/Author.

Název v anglickém jazyce

A modified covariance matrix adaptation evolution strategy for real-world constrained optimization problems

Popis výsledku anglicky

Most of the real-world black-box optimization problems are associated with multiple non-linear as well as non-convex constraints, making them difficult to solve. In this work, we introduce a variant of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) with linear timing complexity to adopt the constraints of Constrained Optimization Problems (COPs). CMA-ES is already well-known as a powerful algorithm for solving continuous, non-convex, and black-box optimization problems by fitting a second-order model to the underlying objective function (similar in spirit, to the Hessian approximation used by Quasi-Newton methods in mathematical programming). The proposed algorithm utilizes an e-constraint-based ranking and a repair method to handle the violation of the constraints. The experimental results on a group of real-world optimization problems show that the performance of the proposed algorithm is better than several other state-of-the-art algorithms in terms of constraint handling and robustness. (C) 2020 Owner/Author.

Druh

D - Stať ve sborníku

CEP obor

—

OECD FORD obor

10200 - Computer and information sciences

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2020

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

GECCO 2020 - Proceedings of the 2020 Genetic and Evolutionary Computation Conference

ISBN

978-1-4503-7128-5

ISSN

—

e-ISSN

—

Počet stran výsledku

2

Strana od-do

11-12

Název nakladatele

Association for Computing Machinery

Místo vydání

New York

Místo konání akce

Cancún

Datum konání akce

8. 7. 2020

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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