Globally convergent evolution strategies

DOI10.1007/s10107-014-0793-xzbMath1334.90209OpenAlexW2101318329WikidataQ58040531 ScholiaQ58040531MaRDI QIDQ494335

Serge Gratton, Youssef Diouane, Luis Nunes Vicente

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 convergencesufficient decreasecovariance matrix adaptation (CMA)evolution strategy

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Derivative-free methods and methods using generalized derivatives (90C56) Approximation methods and heuristics in mathematical programming (90C59) Randomized algorithms (68W20)

Related Items

A parallel evolution strategy for an Earth imaging problem in geophysics, Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions, Globally convergent evolution strategies for constrained optimization, TREGO: a trust-region framework for efficient global optimization, Global linear convergence of evolution strategies with recombination on scaling-invariant functions, A merit function approach for evolution strategies, (Global) optimization: historical notes and recent developments, Direct Search Based on Probabilistic Descent

Uses Software

• NOMAD
• CUTEr
• MultiMin

Cites Work

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