Cross-entropy optimization with prioritized constraints

Abstract

When constraints conflict, an optimizer must determine which requirements to preserve and which to relax. On the one hand, a priority ordering specifies which requirements take precedence. On the other hand, penalty-based formulations encode their relative importance through numerical weights. Depending on these weights, a solution can improve its weighted score while violating intended priorities. We introduce TierCEM, a variant of the cross-entropy method that incorporates strict constraint priorities directly into elite selection without requiring per-constraint importance weights. TierCEM works by sequentially filtering sampled candidates, from highest- to lowest-priority constraint. If and when a constraint eliminates all remaining candidates, TierCEM returns to the last nonempty set and selects elites with the smallest violations of that blocking constraint, recursively preserving satisfaction of all higher-priority constraints. We evaluate TierCEM on 2D navigation and contact-rich pushing tasks in proprioceptive and learned world-model settings. Experiments show that reversing the constraint ordering changes which constraints are violated under conflict. Prioritizing progress toward the task objective also enables TierCEM to relax lower-priority constraints when they would otherwise prevent further progress.