Reinforcement Learning-assisted Constraint Relaxation for Constrained Expensive Optimization

Fuente: arXiv
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Auteurs principaux: Zhu, Qianhao, Ma, Sijie, Ma, Zeyuan, Guo, Hongshu, Gong, Yue-Jiao
Format: Preprint
Publié: 2026
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author Zhu, Qianhao
Ma, Sijie
Ma, Zeyuan
Guo, Hongshu
Gong, Yue-Jiao
author_facet Zhu, Qianhao
Ma, Sijie
Ma, Zeyuan
Guo, Hongshu
Gong, Yue-Jiao
contents Constraint handling plays a key role in solving realistic complex optimization problems. Though intensively discussed in the last few decades, existing constraint handling techniques predominantly rely on human experts' designs, which more or less fall short in utility towards general cases. Motivated by recent progress in Meta-Black-Box Optimization where automated algorithm design can be learned to boost optimization performance, in this paper, we propose learning effective, adaptive and generalizable constraint handling policy through reinforcement learning. Specifically, a tailored Markov Decision Process is first formulated, where given optimization dynamics features, a deep Q-network-based policy controls the constraint relaxation level along the underlying optimization process. Such adaptive constraint handling provides flexible tradeoff between objective-oriented exploitation and feasible-region-oriented exploration, and hence leads to promising optimization performance. We train our approach on CEC 2017 Constrained Optimization benchmark with limited evaluation budget condition (expensive cases) and compare the trained constraint handling policy to strong baselines such as recent winners in CEC/GECCO competitions. Extensive experimental results show that our approach performs competitively or even surpasses the compared baselines under either Leave-one-out cross-validation or ordinary train-test split validation. Further analysis and ablation studies reveal key insights in our designs.
format Preprint
id arxiv_https___arxiv_org_abs_2602_00532
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Reinforcement Learning-assisted Constraint Relaxation for Constrained Expensive Optimization
Zhu, Qianhao
Ma, Sijie
Ma, Zeyuan
Guo, Hongshu
Gong, Yue-Jiao
Neural and Evolutionary Computing
Machine Learning
Constraint handling plays a key role in solving realistic complex optimization problems. Though intensively discussed in the last few decades, existing constraint handling techniques predominantly rely on human experts' designs, which more or less fall short in utility towards general cases. Motivated by recent progress in Meta-Black-Box Optimization where automated algorithm design can be learned to boost optimization performance, in this paper, we propose learning effective, adaptive and generalizable constraint handling policy through reinforcement learning. Specifically, a tailored Markov Decision Process is first formulated, where given optimization dynamics features, a deep Q-network-based policy controls the constraint relaxation level along the underlying optimization process. Such adaptive constraint handling provides flexible tradeoff between objective-oriented exploitation and feasible-region-oriented exploration, and hence leads to promising optimization performance. We train our approach on CEC 2017 Constrained Optimization benchmark with limited evaluation budget condition (expensive cases) and compare the trained constraint handling policy to strong baselines such as recent winners in CEC/GECCO competitions. Extensive experimental results show that our approach performs competitively or even surpasses the compared baselines under either Leave-one-out cross-validation or ordinary train-test split validation. Further analysis and ablation studies reveal key insights in our designs.
title Reinforcement Learning-assisted Constraint Relaxation for Constrained Expensive Optimization
topic Neural and Evolutionary Computing
Machine Learning
url https://arxiv.org/abs/2602.00532