Log-linear convergence and divergence of the scale-invariant (1+1)-ES in noisy environments
DOI10.1007/S00453-010-9403-3zbMATH Open1230.68212OpenAlexW2075208118MaRDI QIDQ633840FDOQ633840
Authors: Mohamed Jebalia, Anne Auger, Nikolaus Hansen 
Publication date: 30 March 2011
Published in: Algorithmica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00453-010-9403-3
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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)
Cites Work
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- Probability with Martingales
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- Algorithmic analysis of a basic evolutionary algorithm for continuous optimization
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- Foundations of Genetic Algorithms
- Convergence results for the (1,\(\lambda\))-SA-ES using the theory of \(\varphi\)-irreducible Markov chains
- A comparison of evolution strategies with other direct search methods in the presence of noise
- Foundations of Genetic Algorithms
Cited In (11)
- Algorithm portfolios for noisy optimization
- Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains
- Title not available (Why is that?)
- Analysis of runtime of optimization algorithms for noisy functions over discrete codomains
- 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
- Title not available (Why is that?)
- Global linear convergence of evolution strategies with recombination on scaling-invariant functions
- Evolution strategies with additive noise: a convergence rate lower bound
- Analysing the robustness of evolutionary algorithms to noise: refined runtime bounds and an example where noise is beneficial
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