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inria-00173237, version 1

Conditionning, halting criteria and choosing lambda

Olivier Teytaud () 1

EA07 (2007)

Abstract: We show the convergence of 1+ lambda-ES with standard step-size update-rules on a large family of fitness functions without any convexity assumption or quasi-convexity assumptions ([5, 6]). The result provides a rule for choosing lambda and shows the consistency of halting criteria based on thresholds on the step-size. The family of functions under work is defined through a conditionnumber that generalizes usual condition-numbers in a manner that only depends on level-sets. We consider that the definition of this conditionnumber is the relevant one for evolutionary algorithms; in particular, global convergence results without convexity or quasi-convexity assumptions are proved when this condition-number is finite.

  • 1:  TAO (INRIA Futurs)
  • INRIA – CNRS : UMR8623 – Université Paris XI - Paris Sud
  • Domain : Mathematics/Optimization and Control
  • Keywords : halting criteria – theory – optimization – evolutionary algorithms
 
  • inria-00173237, version 1
  • oai:hal.inria.fr:inria-00173237
  • From: 
  • Submitted on: Wednesday, 19 September 2007 14:36:44
  • Updated on: Wednesday, 19 September 2007 14:52:19
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