Log linear convergence and divergence of the scale-invariant (1+1)-ES in noisy environments

Mohamed Jebalia (1) , Anne Auger (1) , Nikolaus Hansen (1)

1 TAO - Machine Learning and Optimisation

Domaines: Optimisation et contrôle [math.OC]; Analyse numérique [cs.NA]

Mohamed Jebalia, Anne Auger, Nikolaus Hansen. Log linear convergence and divergence of the scale-invariant (1+1)-ES in noisy environments. Algorithmica, 2010. ⟨inria-00433347⟩