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https://dx.doi.org/10.18725/op...
Doctoral thesis . 2020
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Evolution strategies for constrained optimization

Authors: Spettel, Patrick;

Evolution strategies for constrained optimization

Abstract

Evolution strategies are population-based randomized optimization strategies derived from a simplified model of Darwinian evolution. Being based on that principle, they are well-suited for black-box optimization. In that area, it is assumed that the objective function(s) and/or constraint function(s) can only be evaluated for given points in the parameter space but nothing else is known about these functions. In such scenarios, evolutionary algorithms in general, and evolution strategies in particular for real-valued spaces, are naturally well-suited. The focus of their development and analysis has initially mainly been on unconstrained problems. As a step toward a better understanding of evolution strategies for constrained problems, this thesis is a combination of theoretically guided algorithm design and theoretical analyses of evolution strategies for constrained optimization. In the first part, different algorithms are developed and empirically evaluated. Starting with linear constraints, an interior point evolution strategy with repair by projection is presented. For handling non-linear constraints, a second algorithm based on active covariance matrix adaptation is designed. The design of the algorithms is explained, they are empirically evaluated, and they are compared to other methods. The second part deals with theoretical analyses. A conically constrained linear optimization problem is considered. Evolution strategies with sigma-self-adaptation and cumulative step-size adaptation are theoretically investigated. For the analyses, closed-form approximations for the microscopic aspects are derived. They are further used to investigate the macroscopic behavior of the algorithms (mean value dynamics and behavior in the steady state). The theoretically derived expressions are compared to real algorithm runs for showing the approximation quality.

Country
Germany
Related Organizations
Keywords

info:eu-repo/classification/ddc/570, Repair by projection, DDC 500 / Natural sciences & mathematics, Cumulative step size adaptation, Covariance Matrix Self-Adaptation Evolution Strategy, Evolution (Biology), Conically constrained problem, DDC 570 / Life sciences, Evolution strategies, Black box, Black-box optimization benchmarking, Theoretical analyses, Self-adaptation, Constrained optimization, Kovarianzmatrix, info:eu-repo/classification/ddc/500, Active Matrix Adaptation Evolution Strategy

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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