Hierarchically constrained blackbox optimization

被引：0

作者：

Alarie, Stephane ^{[1
,2
]}

Audet, Charles ^{[1
,3
]}

Jacquot, Paulin ^{[4
]}

Le Digabel, Sebastien ^{[1
,3
]}

机构：

[1] GERAD, 2920 Chemin Tour, Montreal, PQ H3T 1J4, Canada

[2] Ctr Rech Hydroquebec, 1800 Boul Lionel Boulet, Varennes, PQ J3X 1S1, Canada

[3] Polytech Montreal, Dept Math & Genie Ind, 2500 Chemin Polytech, Montreal, PQ H3T 1J4, Canada

[4] EDF Lab, Dept OSIRIS, 7 Bvd Gaspard Monge, F-91190 Palaiseau, France

来源：

OPERATIONS RESEARCH LETTERS | 2022年 / 50卷 / 04期

关键词：

Blackbox optimization; Derivative -free optimization; Constrained optimization;

D O I：

10.1016/j.orl.2022.06.006

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In blackbox optimization, evaluation of the objective and constraint functions is time consuming. In some situations, constraint values may be evaluated independently or sequentially. The present work proposes and compares two strategies to define a hierarchical ordering of the constraints and to interrupt the evaluation process at a trial point when it is detected that it will not improve the current best solution. Numerical experiments are performed on a closed-form test problem. (c) 2022 Elsevier B.V. All rights reserved.

引用

页码：446 / 451

页数：6

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