2 papers
math.OC2021
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…
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…