3 papers
math.OC2024
Irreducibility of nonsmooth state-space models with an application to CMA-ES
Armand Gissler, Shan-Conrad Wolf, Anne Auger +1
We analyze a stochastic process resulting from the normalization of states in the zeroth-order optimization method CMA-ES. On a specific class of minimization problems where the ob…
math.OC2021
A note on the K-epigraph
Armand Gissler, Tim Hoheisel
We study the question as to when the closed convex hull of a K-convex map equals its K-epigraph. In particular, we shed light onto the smallest cone K such that a given map has con…
math.OC2021
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…