Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions
DOI10.1137/20M1373815MaRDI QIDQ5081786
Tobias Glasmachers, Anne Auger, Youhei Akimoto, Daiki Morinaga
Publication date: 17 June 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.08647
linear convergencestochastic algorithmsevolution strategiesblack-box optimizationrandomized derivative free optimization
Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Approximation methods and heuristics in mathematical programming (90C59)
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