406 citations
- Centre de Mathématiques Appliquées de l'École polytechniqueFR1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- École PolytechniqueFR1 paper
- Institut national de recherche en sciences et technologies du numériqueFR1 paper
- Institut Polytechnique de ParisFR1 paper
- Jožef Stefan InstituteSI1 paper
- Jožef Stefan International Postgraduate SchoolSI1 paper
- KTH Royal Institute of TechnologySE1 paper
- Laboratoire de Recherche en InformatiqueFR1 paper
- TU Dortmund UniversityDE1 paper
- Université Paris-SudFR1 paper
4 papers
Global linear convergence of Evolution Strategies with recombination on scaling-invariant functions
Cheikh Touré, Anne Auger, Nikolaus Hansen
Evolution Strategies (ES) are stochastic derivative-free optimization algorithms whose most prominent representative, the CMA-ES algorithm, is widely used to solve difficult numeri…
Scaling-invariant functions versus positively homogeneous functions
Cheikh Touré, Armand Gissler, Anne Auger +1
Scaling-invariant functions preserve the order of points when the points are scaled by the same positive scalar (with respect to a unique reference point). Composites of strictly m…
COCO: A Platform for Comparing Continuous Optimizers in a Black-Box Setting
Nikolaus Hansen, Anne Auger, Raymond Ros +3
We introduce COCO, an open source platform for Comparing Continuous Optimizers in a black-box setting. COCO aims at automatizing the tedious and repetitive task of benchmarking num…
Verifiable Conditions for the Irreducibility and Aperiodicity of Markov Chains by Analyzing Underlying Deterministic Models
Alexandre Chotard, Anne Auger
We consider Markov chains that obey the following general non-linear state space model: where the function is while is typically d…