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inria-00173483, version 4
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Log-linear Convergence and Optimal Bounds for the $(1+1)$-ES
Mohamed Jebalia () a1, Anne Auger (, http://www.lri.fr/~auger/) a1, Pierre Liardet () 2
(2007)
Icone de AJL_EA07WithErrata.pdf
Evolution Artificielle 4926/2008 (2007) 207-218
The $(1+1)$-ES is modeled by a general stochastic process whose asymptotic behavior is investigated. Under general assumptions, it is shown that the convergence of the related algorithm is sub-log-linear, bounded below by an explicit log-linear rate. For the specific case of spherical functions and scale-invariant algorithm, it is proved using the Law of Large Numbers for orthogonal variables, that the linear convergence holds almost surely and that the best convergence rate is reached. Experimental simulations illustrate the theoretical results.
a –  INRIA
1:  TAO (INRIA Futurs)
INRIA – CNRS : UMR8623 – Université Paris Sud - Paris XI
2:  Centre de Mathématiques et Informatique (CMI)
Université de Provence - Aix-Marseille I
Computer Science/Numerical Analysis
10.1007/978-3-540-79305-2