Opened 6 years ago
Last modified 4 years ago
#2217 accepted enhancement
Improve handling of box constraints in CMA-ES implementation
Reported by: | abeham | Owned by: | bwerth |
---|---|---|---|
Priority: | medium | Milestone: | HeuristicLab 3.3.x Backlog |
Component: | Algorithms.CMAEvolutionStrategy | Version: | branch |
Keywords: | Cc: |
Description
Resampling is not an optimal technique for handling box constraints in real-valued optimization. It slows down search in phases where the shape of the distribution ranges beyond the feasible region. It is suggested to use e.g. a cosine transformation from R to a certain range in R.
"Lower and upper bounds a, b can be achieved with y = a + (b-a) × (1 – cos(x × π/10)) / 2, where for 0 ≤ x ≤ 10 this is a strictly increasing bijective mapping into [a, b]" (Source)
Change History (10)
comment:1 Changed 6 years ago by abeham
- Milestone changed from HeuristicLab 3.3.11 to HeuristicLab 3.3.x Backlog
comment:2 Changed 4 years ago by mkommend
- Owner set to mkommend
- Status changed from new to assigned
comment:3 Changed 4 years ago by mkommend
- Owner changed from mkommend to bwerth
comment:4 Changed 4 years ago by bwerth
- Status changed from assigned to accepted
comment:5 Changed 4 years ago by bwerth
comment:6 Changed 4 years ago by bwerth
comment:7 Changed 4 years ago by mkommend
r13043: Added test problem for CMA-ES.
comment:8 Changed 4 years ago by bwerth
r13044 updated project references
comment:9 Changed 4 years ago by mkommend
- Version changed from 3.3.10 to branch
comment:10 Changed 4 years ago by bwerth
r13041: Added folder for MultiObj_CMAES.
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r13042: Branched CMA-ES.