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math.OC2018
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…
math.OC2018★ 9 cited
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…