Linear Convergence Rate Analysis of the (1+1)-ES on Locally Strongly Convex and Lipschitz Smooth Functions
Author:
Affiliation:
1. University of Tsukuba, Tsukuba, Japan
2. RIKEN AIP, Tsukuba, Japan
3. Tokyo Institute of Technology, Meguro-ku, Japan
4. RIKEN AIP, Meguro-ku, Japan
Funder
JSPS KAKENHI
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3638530.3664074
Reference8 articles.
1. Drift theory in continuous search spaces
2. Anne Auger and Nikolaus Hansen. 2013. Linear convergence on positively homogeneous functions of a comparison based step-size adaptive randomized search: the (1+1) ES with generalized one-fifth success rule. arXiv preprint arXiv:1310.8397 (2013).
3. Nikolaus Hansen and Andreas Ostermeier. 2001. Completely derandomized self-adaptation in evolution strategies. Evolutionary computation 9, 2 (2001), 159--195.
4. How the (1+1) ES using isotropic mutations minimizes positive definite quadratic forms
5. Convergence rate of the (1+1)-evolution strategy with success-based step-size adaptation on convex quadratic functions
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