Markov Chain Analysis of Evolution Strategies on a Linear Constraint Optimization Problem - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Communication Dans Un Congrès Année : 2014

Markov Chain Analysis of Evolution Strategies on a Linear Constraint Optimization Problem

Résumé

This paper analyses a $(1,\lambda)$-Evolution Strategy, a randomised comparison-based adaptive search algorithm, on a simple constraint optimisation problem. The algorithm uses resampling to handle the constraint and optimizes a linear function with a linear constraint. Two cases are investigated: first the case where the step-size is constant, and second the case where the step-size is adapted using path length control. We exhibit for each case a Markov chain whose stability analysis would allow us to deduce the divergence of the algorithm depending on its internal parameters. We show divergence at a constant rate when the step-size is constant. We sketch that with step-size adaptation geometric divergence takes place. Our results complement previous studies where stability was assumed.
Fichier principal
Vignette du fichier
chotard2014linearconstraint_cameraready.pdf (217.66 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-00977379 , version 1 (11-04-2014)
hal-00977379 , version 2 (05-12-2014)

Identifiants

Citer

Alexandre Chotard, Anne Auger, Nikolaus Hansen. Markov Chain Analysis of Evolution Strategies on a Linear Constraint Optimization Problem. IEEE Congress on Evolutionary Computation, http://www.ieee-wcci2014.org/committees.htm, Jul 2014, Beijing, China. ⟨hal-00977379v2⟩
395 Consultations
274 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More