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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.OC2024
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…