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Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains

Anne Auger 1 Nikolaus Hansen 1
1 TAO - Machine Learning and Optimisation
CNRS - Centre National de la Recherche Scientifique : UMR8623, Inria Saclay - Ile de France, UP11 - Université Paris-Sud - Paris 11, LRI - Laboratoire de Recherche en Informatique
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https://hal.inria.fr/hal-00877160
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Submitted on : Thursday, June 2, 2016 - 4:57:14 PM
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Anne Auger, Nikolaus Hansen. Linear Convergence of Comparison-based Step-size Adaptive Randomized Search via Stability of Markov Chains. SIAM Journal on Optimization, Society for Industrial and Applied Mathematics, 2016, 26, pp.1589-1624. ⟨10.1137/140984038⟩. ⟨hal-00877160v7⟩

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