Convergence results for the (1,\(\lambda\))-SA-ES using the theory of \(\varphi\)-irreducible Markov chains
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Publication:1779296
DOI10.1016/j.tcs.2004.11.017zbMath1080.68113OpenAlexW1976503157WikidataQ56031316 ScholiaQ56031316MaRDI QIDQ1779296
Publication date: 1 June 2005
Published in: Theoretical Computer Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.tcs.2004.11.017
Markov chainsConvergencecontinuous optimizationrandomized search heuristicsEvolution strategiesFoster-Lyapunov drift conditions
Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Randomized algorithms (68W20)
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Uses Software
Cites Work
- Markov chains and stochastic stability
- Global convergence for evolution strategies in spherical problems: Some simple proofs and difficulties.
- Convergence control methods for Markov chain Monte Carlo algorithms
- Stochastic algorithms
- Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
- Batch Size Effects in the Analysis of Simulation Output
- Convergence of simulated annealing using Foster-Lyapunov criteria
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