Scaling-invariant functions versus positively homogeneous functions

DOI10.1007/s10957-021-01943-7zbMath1486.26022arXiv2101.03755OpenAlexW3198892458MaRDI QIDQ2664909

Nikolaus Hansen, Anne Auger, Armand Gissler, Cheikh Toure

Publication date: 18 November 2021

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.03755

zbMATH Keywords

positively homogeneous functioncompact level setscaling-invariant function

Mathematics Subject Classification ID

Function spaces in general topology (54C35) Special properties of functions of several variables, Hölder conditions, etc. (26B35) Real-valued functions in general topology (54C30)

Related Items (1)

Global linear convergence of evolution strategies with recombination on scaling-invariant functions

Cites Work

• Positively homogeneous functions revisited
• Lower bounds for comparison based evolution strategies using VC-dimension and sign patterns
• A concrete approach to classical analysis
• Saddle representations of positively homogeneous functions by linear functions
• Verifiable conditions for the irreducibility and aperiodicity of Markov chains by analyzing underlying deterministic models
• Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains
• Strictly Increasing Positively Homogeneous Functions with Application to Exact Penalization
• Monotonic Analysis over Cones: I
• Generalized drift analysis in continuous domain
• A Simplex Method for Function Minimization
• Mathematical properties of optimization problems defined by positively homogeneous functions
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