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Hierarchically constrained blackbox optimization |
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| Institution: | 1. GERAD, 2920, Chemin de la Tour, Montréal, QC, H3T 1J4, Canada;2. Centre de recherche d''Hydro-Québec, 1800, boul. Lionel-Boulet, Varennes, QC, J3X 1S1, Canada;3. Département de mathématiques et de génie industriel, Polytechnique Montréal, 2500, Chemin de Polytechnique, Montréal, QC, H3T 1J4, Canada;4. EDF Lab, Département OSIRIS, 7, bvd Gaspard Monge, Palaiseau 91190, France |
| Abstract: | 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. |
| Keywords: | Blackbox optimization Derivative-free optimization Constrained optimization |
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