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Opened 10 years ago

Last modified 9 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 10 years ago by abeham

  • Milestone changed from HeuristicLab 3.3.11 to HeuristicLab 3.3.x Backlog

comment:2 Changed 9 years ago by mkommend

  • Owner set to mkommend
  • Status changed from new to assigned

comment:3 Changed 9 years ago by mkommend

  • Owner changed from mkommend to bwerth

comment:4 Changed 9 years ago by bwerth

  • Status changed from assigned to accepted

comment:5 Changed 9 years ago by bwerth

Last edited 9 years ago by bwerth (previous) (diff)

comment:6 Changed 9 years ago by bwerth

r13042: Branched CMA-ES.

comment:7 Changed 9 years ago by mkommend

r13043: Added test problem for CMA-ES.

comment:8 Changed 9 years ago by bwerth

r13044 updated project references

Last edited 9 years ago by bwerth (previous) (diff)

comment:9 Changed 9 years ago by mkommend

  • Version changed from 3.3.10 to branch

comment:10 Changed 9 years ago by bwerth

r13041: Added folder for MultiObj_CMAES.

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