Log-linear convergence and divergence of the scale-invariant (1+1)-ES in noisy environments
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Log-linear convergence and divergence of the scale-invariant \((1+1)\)-ES in noisy environments
Log-linear convergence and divergence of the scale-invariant \((1+1)\)-ES in noisy environments
convergenceMarkov chainsconvergence ratesnumerical optimizationevolution strategiesBorel-Cantelli lemmanoisy optimizationstochastic optimization algorithms
Numerical optimization and variational techniques (65K10) Approximation methods and heuristics in mathematical programming (90C59) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Randomized algorithms (68W20) Stochastic programming (90C15) Strong limit theorems (60F15)
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Cites work
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- A comparison of evolution strategies with other direct search methods in the presence of noise
- Algorithmic analysis of a basic evolutionary algorithm for continuous optimization
- Convergence results for the (1,)-SA-ES using the theory of -irreducible Markov chains
- Foundations of Genetic Algorithms
- Foundations of Genetic Algorithms
- Global convergence for evolution strategies in spherical problems: Some simple proofs and difficulties.
- Markov chains and stochastic stability
- Probability with Martingales
Cited in
(11)- Analysing the robustness of evolutionary algorithms to noise: refined runtime bounds and an example where noise is beneficial
- Algorithm portfolios for noisy optimization
- Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains
- Analysis of runtime of optimization algorithms for noisy functions over discrete codomains
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- Global convergence results for single parent evolution strategies
- Principled design of continuous stochastic search: from theory to practice
- Average convergence rate of evolutionary algorithms in continuous optimization
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