Principled Design of Continuous Stochastic Search: From Theory to Practice

DOI10.1007/978-3-642-33206-7_8zbMath1328.68195OpenAlexW7934506MaRDI QIDQ3459678

Nikolaus Hansen, Anne Auger

Publication date: 11 January 2016

Published in: Theory and Principled Methods for the Design of Metaheuristics (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-00808450v3/file/hansen2013principled.pdf

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20)

Related Items (5)

Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains ⋮ Quality gain analysis of the weighted recombination evolution strategy on general convex quadratic functions ⋮ Global linear convergence of evolution strategies with recombination on scaling-invariant functions ⋮ Variable metric evolution strategies by mutation matrix adaptation ⋮ An ODE method to prove the geometric convergence of adaptive stochastic algorithms

Uses Software

• CMA-ES

Cites Work

• Log-linear convergence and divergence of the scale-invariant \((1+1)\)-ES in noisy environments
• Lower bounds for randomized direct search with isotropic sampling
• Efficient covariance matrix update for variable metric evolution strategies
• Experimental algorithms. 8th international symposium, SEA 2009, Dortmund, Germany, June 4--6, 2009. Proceedings
• Weighted multirecombination evolution strategies
• Lower Bounds for Hit-and-Run Direct Search
• Information-Geometric Optimization Algorithms: A Unifying Picture via Invariance Principles
• Foundations of Genetic Algorithms
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