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arXiv:0709.1020 [math.OC]AbstractReferencesReviewsResources

Evolution Strategies in Optimization Problems

Pedro A. F. Cruz, Delfim F. M. Torres

Published 2007-09-07Version 1

Evolution Strategies are inspired in biology and part of a larger research field known as Evolutionary Algorithms. Those strategies perform a random search in the space of admissible functions, aiming to optimize some given objective function. We show that simple evolution strategies are a useful tool in optimal control, permitting to obtain, in an efficient way, good approximations to the solutions of some recent and challenging optimal control problems.

Comments: Partially presented at the 5th Junior European Meeting on "Control and Information Technology" (JEM'06), Sept 20-22, 2006, Tallinn, Estonia. To appear in "Proceedings of the Estonian Academy of Sciences -- Physics Mathematics"
Journal: Proc. Estonian Acad. Sci. Phys. Math., 2007, 56(4), 299--309
Categories: math.OC
Subjects: 49M99, 90C59, 68W20
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