GLOBAL LINEAR CONVERGENCE OF EVOLUTION STRATEGIES ON MORE THAN SMOOTH STRONGLY CONVEX FUNCTIONS
Evolution strategies (ESs) are zeroth-order stochastic black-box optimization heuristics invariant to monotonic transformations of the objective function. They evolve a multivariate normal distribution, from which candidate solutions are generated. Among different variants, CMA-ES is nowadays recogn...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Society for Industrial and Applied Mathematics Publications
2022
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Subjects: | |
Online Access: | View Fulltext in Publisher |