Title
An adaptive penalty function with meta-modeling for constrained problems.
Abstract
Constraints can make a hard optimization problem even harder. We consider the blackbox scenario of unknown fitness and constraint functions. Evolution strategies with their self-adaptive step size control fail on simple problems like the sphere with one linear constraint (tangent problem). In this paper, we introduce an adaptive penalty function oriented to Rechenberg's 1/5th success rule: if less than 1/5th of the candidate population is feasible, the penalty is increased, otherwise, it is decreased. Experimental analyses on the tangent problem demonstrate that this simple strategy leads to very successful results for the high-dimensional constrained sphere function. We accelerate the approach with two regression meta-models, one for the constraint and one for the fitness function.
Year
DOI
Venue
2013
10.1109/CEC.2013.6557721
IEEE Congress on Evolutionary Computation
Keywords
Field
DocType
constraint handling,optimisation,regression analysis,Rechenberg's 1/5th success rule,adaptive penalty function,blackbox scenario,candidate population,constraint functions,high-dimensional constrained sphere function,optimization problem,regression metamodel,tangent problem,unknown fitness function
Population,Mathematical optimization,Regression,Regression analysis,Computer science,Fitness function,Tangent,Artificial intelligence,Constraint functions,Optimization problem,Machine learning,Penalty method
Conference
Citations 
PageRank 
References 
2
0.36
0
Authors
3
Name
Order
Citations
PageRank
Oliver Kramer130438.42
Uli Schlachter2265.95
Valentin Spreckels320.36