A Mapping-Based Convex Constraint-Handling Technique for Evolutionary Algorithms

2021 60th Annual Conference of the Society of Instrument and Control Engineers of Japan (SICE)(2021)

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摘要
This paper proposes a new mapping-based constraint-handling technique for Evolutionary Algorithms (EAs) applied to linearly constrained optimization problems in which the feasible region is given by a convex hull. The search space of EAs is usually given by a hyper-cube. The proposed technique called Convex-Hull (CH) mapping transforms a real vector in the search space of EA to a solution in the f...
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关键词
Instruments,Transforms,Evolutionary computation,Search problems,Linear programming,Optimization,Portfolios
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