A. Chotard

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20122026

most citedMarkov Chain Analysis of Cumulative Step-size Adaptation on a Linear Constrained Problem

1.8k citations · 1.8k across the 8 of their papers we have counts for

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math.OC2015★ 1.8k cited

Markov Chain Analysis of Cumulative Step-size Adaptation on a Linear Constrained Problem

Alexandre Chotard, Anne Auger, Nikolaus Hansen

This paper analyzes a (1, $λ$ )-Evolution Strategy, a randomized comparison-based adaptive search algorithm, optimizing a linear function with a linear constraint. The algorithm use…

math.PR2015★ 10 cited

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: $Φ_{k + 1} = F (Φ_{k}, α (Φ_{k}, U_{k + 1}))$ where the function $F$ is $C^{1}$ while $α$ is typically d…