Adaptive Ranking Based Constraint Handling for Explicitly Constrained Black-Box Optimization

A novel explicit constraint handling technique for the covariance matrix adaptation evolution strategy (CMA-ES) is proposed. The proposed constraint handling exhibits two invariance properties. One is the invariance to arbitrary element-wise increasing transformation of the objective and constraint functions. The other is the invariance to arbitrary affine transformation of the search space. The proposed technique virtually transforms a constrained optimization problem into an unconstrained optimization problem by considering an adaptive weighted sum of the ranking of the objective function values and the ranking of the constraint violations that are measured by the Mahalanobis distance between each candidate solution to its projection onto the boundary of the constraints. Simulation results are presented and show that the CMA-ES with the proposed constraint handling exhibits the affine invariance and performs similarly to the CMA-ES on unconstrained counterparts.Comment: 9 page

Searching the solution space in constructive geometric constraint solving with genetic algorithms

Geometric problems defined by constraints have an exponential number of solution instances in the number of geometric elements involved. Generally, the user is only interested in one instance such that besides fulfilling the geometric constraints, exhibits some additional properties. Selecting a solution instance amounts to selecting a given root every time the geometric constraint solver needs to compute the zeros of a multi valuated function. The problem of selecting a given root is known as the Root Identification Problem. In this paper we present a new technique to solve the root identification problem. The technique is based on an automatic search in the space of solutions performed by a genetic algorithm. The user specifies the solution of interest by defining a set of additional constraints on the geometric elements which drive the search of the genetic algorithm. The method is extended with a sequential niche technique to compute multiple solutions. A number of case studies illustrate the performance of the method.Postprint (published version

Solving the G-problems in less than 500 iterations: Improved efficient constrained optimization by surrogate modeling and adaptive parameter control

Constrained optimization of high-dimensional numerical problems plays an important role in many scientific and industrial applications. Function evaluations in many industrial applications are severely limited and no analytical information about objective function and constraint functions is available. For such expensive black-box optimization tasks, the constraint optimization algorithm COBRA was proposed, making use of RBF surrogate modeling for both the objective and the constraint functions. COBRA has shown remarkable success in solving reliably complex benchmark problems in less than 500 function evaluations. Unfortunately, COBRA requires careful adjustment of parameters in order to do so. In this work we present a new self-adjusting algorithm SACOBRA, which is based on COBRA and capable to achieve high-quality results with very few function evaluations and no parameter tuning. It is shown with the help of performance profiles on a set of benchmark problems (G-problems, MOPTA08) that SACOBRA consistently outperforms any COBRA algorithm with fixed parameter setting. We analyze the importance of the several new elements in SACOBRA and find that each element of SACOBRA plays a role to boost up the overall optimization performance. We discuss the reasons behind and get in this way a better understanding of high-quality RBF surrogate modeling

Robust Procedures for Obtaining Assembly Contact State Extremal Configurations

Two important components in the selection of an admittance that facilitates force-guided assembly are the identification of: 1) the set of feasible contact states, and 2) the set of configurations that span each contact state, i.e., the extremal configurations. We present a procedure to automatically generate both sets from CAD models of the assembly parts. In the procedure, all possible combinations of principle contacts are considered when generating hypothesized contact states. The feasibility of each is then evaluated in a genetic algorithm based optimization procedure. The maximum and minimum value of each of the 6 configuration variables spanning each contact state are obtained by again using genetic algorithms. Together, the genetic algorithm approach, the hierarchical data structure containing the states, the relationships among the states, and the extremals within each state are used to provide a reliable means of identifying all feasible contact states and their associated extremal configurations