Globally convergent evolution strategies

DOI10.1007/s10107-014-0793-xzbMath1334.90209WikidataQ58040531 ScholiaQ58040531MaRDI QIDQ494335

Serge Gratton, Luis Nunes Vicente, Youssef Diouane

Publication date: 31 August 2015

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: http://oatao.univ-toulouse.fr/16216/1/Diouane_16216.pdf

zbMATH Keywords

global convergence; sufficient decrease; covariance matrix adaptation (CMA); evolution strategy

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

90C56: Derivative-free methods and methods using generalized derivatives

90C59: Approximation methods and heuristics in mathematical programming

68W20: Randomized algorithms

Related Items

Direct Search Based on Probabilistic Descent, Globally convergent evolution strategies for constrained optimization

Uses Software

• NOMAD
• CUTEr
• MultiMin

Cites Work

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