1.8k citations · 2.6k across the 30 of their papers we have counts for
12 papers · 1 filter
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…
On the irreducibility and convergence of a class of nonsmooth nonlinear state-space models on manifolds and their applications to zeroth-order optimization
Armand Gissler, Alain Durmus, Anne Auger
In this paper, we analyze a large class of general nonlinear state-space models on a state-space X, defined by the recursion , , wh…
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…
Uncrowded Hypervolume Improvement: COMO-CMA-ES and the Sofomore framework
Cheikh Touré, Nikolaus Hansen, Anne Auger +1
We present a framework to build a multiobjective algorithm from single-objective ones. This framework addresses the -dimensional problem of finding p solutions in an n-…
COCO: The Large Scale Black-Box Optimization Benchmarking (bbob-largescale) Test Suite
Ouassim Elhara, Konstantinos Varelas, Duc Nguyen +4
The bbob-largescale test suite, containing 24 single-objective functions in continuous domain, extends the well-known single-objective noiseless bbob test suite, which has been use…
On Bi-Objective convex-quadratic problems
Cheikh Toure, Anne Auger, Dimo Brockhoff +1
In this paper we analyze theoretical properties of bi-objective convex-quadratic problems. We give a complete description of their Pareto set and prove the convexity of their Paret…
An ODE Method to Prove the Geometric Convergence of Adaptive Stochastic Algorithms
Youhei Akimoto, Anne Auger, Nikolaus Hansen
We consider stochastic algorithms derived from methods for solving deterministic optimization problems, especially comparison-based algorithms derived from stochastic approximation…
Quality Gain Analysis of the Weighted Recombination Evolution Strategy on General Convex Quadratic Functions
Youhei Akimoto, Anne Auger, Nikolaus Hansen
Quality gain is the expected relative improvement of the function value in a single step of a search algorithm. Quality gain analysis reveals the dependencies of the quality gain o…
Markov Chain Analysis of Cumulative Step-size Adaptation on a Linear Constrained Problem
Alexandre Chotard, Anne Auger, Nikolaus Hansen
This paper analyzes a (1, )-Evolution Strategy, a randomized comparison-based adaptive search algorithm, optimizing a linear function with a linear constraint. The algorithm use…
Information-Geometric Optimization Algorithms: A Unifying Picture via Invariance Principles
Yann Ollivier, Ludovic Arnold, Anne Auger +1
We present a canonical way to turn any smooth parametric family of probability distributions on an arbitrary search space into a continuous-time black-box optimization method o…
Identification of the Isotherm Function in Chromatography Using CMA-ES
Mohamed Jebalia, Anne Auger, Marc Schoenauer +2
This paper deals with the identification of the flux for a system of conservation laws in the specific example of analytic chromatography. The fundamental equations of chromatograp…