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A Review of Constraint-Handling Techniques for Evolution Strategies

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Executive Summary

Evolution strategies are successful global optimization methods. In many practical numerical problems constraints are not explicitly given. Evolution strategies have to incorporate techniques to optimize in restricted solution spaces. Famous constraint handling techniques are penalty and multiobjective approaches. Past work has shown that in particular an ill-conditioned alignment between the coordinate system of Gaussian mutation and the constraint boundaries leads to premature convergence. Covariance matrix adaptation evolution strategies offer a solution to this alignment problem. Last, metamodeling of the constraint boundary leads to significant savings of constraint function calls and to a speedup by repairing infeasible solutions.

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