Handling bound constraints in CMA-ES: An experimental study

Rafał Biedrzycki

Abstract

Bound constraints are the lower and upper limits defined for each coordinate of the solution. There are many methods to deal with them, but there is no clear guideline for which of them should be preferred. This paper is devoted to handling bound constraints in the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) algorithm. It surveys 22 Bound Constraint Handling Methods (BCHMs). The experiments cover both unimodal and multimodal functions taken from the CEC 2017 and the BBOB benchmarks. The performance of CMA-ES was found to change when different BCHMs were used. The worst and the best BCHMs were identified. The results of CMA-ES with the best BCHM and restarts were compared on CEC 2017 with the results of recently published derivatives of Differential Evolution (DE).
Author Rafał Biedrzycki (FEIT / IN)
Rafał Biedrzycki,,
- The Institute of Computer Science
Journal seriesSwarm and Evolutionary Computation, ISSN 2210-6502, e-ISSN 2210-6510, (N/A 140 pkt)
Issue year2020
Vol52
Pages1-15
Publication size in sheets0.7
Article number100627
Keywords in EnglishBound constraints, CMA-ES
ASJC Classification1700 General Computer Science; 2600 General Mathematics
DOIDOI:10.1016/j.swevo.2019.100627
URL https://www.sciencedirect.com/science/article/pii/S2210650219301622
Languageen angielski
File
RBSWEVO_CMA_BCHMs.pdf 6.64 MB
Score (nominal)140
Score sourcejournalList
ScoreMinisterial score = 140.0, 31-12-2019, ArticleFromJournal
Publication indicators WoS Citations = 0; Scopus SNIP (Source Normalised Impact per Paper): 2016 = 2.756; WoS Impact Factor: 2018 = 6.33 (2) - 2018=6.242 (5)
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