2018/04/30 by Diouane, Youssef
#FOS: Mathematics #Optimization and Control (math.OC)
paper · doi:10.48550/arxiv.1804.11111
In this paper, we extend a class of globally convergent evolution strategies to handle general constrained optimization problems. The proposed framework handles relaxable constraints using a merit function approach combined with a specific restoration procedure. The unrelaxable constraints in our framework, when present, are treated either by using the extreme barrier function or through a projection approach. The introduced extension guaranties to the regarded class of evolution strategies global convergence properties for first order stationary constraints. Preliminary numerical experiments are carried out on a set of known test problems as well as on a multidisciplinary design optimization problem