Convergence Rate of the (1+1)-Evolution Strategy with Success-Based Step-Size Adaptation on Convex Quadratic Functions.
Daiki MorinagaKazuto FukuchiJun SakumaYouhei AkimotoPublished in: CoRR (2021)
Keyphrases
- step size
- convergence rate
- evolution strategy
- convergence speed
- evolutionary programming
- global search
- particle swarm optimization algorithm
- evolutionary algorithm
- cma es
- learning rate
- differential evolution
- faster convergence
- global optimum
- primal dual
- convex optimization
- global convergence
- variable step size
- line search
- gradient method
- genetic algorithm
- steepest descent method
- faster convergence rate
- conjugate gradient
- stochastic gradient descent
- optimization methods
- particle swarm optimisation
- genetic programming
- optimization algorithm
- numerical stability
- simulated annealing
- optimization problems
- linear programming
- risk minimization
- mutation operator
- feature selection
- optimization method
- global optimization