A comparative introduction to two optimization classics: the Nelder-Mead and the CMA-ES algorithms

Abstract : These slides were part of a class about two important, derivative-free, continuous optimization algorithms: the Nelder-Mead method and the Covariance Matrix Adaptation method. The class is intended for graduate students and researchers with basic knowledge in linear algebra and probabilities and can be seen as a practical introduction to continuous optimization.
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https://hal.archives-ouvertes.fr/cel-02091527
Contributor : Le Riche Rodolphe <>
Submitted on : Friday, April 5, 2019 - 5:56:29 PM
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  • HAL Id : cel-02091527, version 1

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Rodolphe Le Riche. A comparative introduction to two optimization classics: the Nelder-Mead and the CMA-ES algorithms. Doctoral. La Rochelle, France. 2018. ⟨cel-02091527⟩

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