A Generalized Markov-Chain Modelling Approach to (1,lambda)-ES Linear Optimization
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985807%3A_____%2F14%3A00441534" target="_blank" >RIV/67985807:_____/14:00441534 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1007/978-3-319-10762-2_89" target="_blank" >http://dx.doi.org/10.1007/978-3-319-10762-2_89</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-319-10762-2_89" target="_blank" >10.1007/978-3-319-10762-2_89</a>
Alternative languages
Result language
angličtina
Original language name
A Generalized Markov-Chain Modelling Approach to (1,lambda)-ES Linear Optimization
Original language description
Several recent publications investigated Markov-chain modelling of linear optimization by a (1, lambda)-ES, considering both unconstrained and linearly constrained optimization, and both constant and varying step size. All of them assume normality of theinvolved random steps, and while this is consistent with a black-box scenario, information on the function to be optimized (e.g. separability) may be exploited by the use of another distribution. The objective of our contribution is to complement previous studies realized with normal steps, and to give sufficient conditions on the distribution of the random steps for the success of a constant step-size (1, lambda)-ES on the simple problem of a linear function with a linear constraint. The decompositionof a multidimensional distribution into its marginals and the copula combining them is applied to the new distributional assumptions, particular attention being paid to distributions with Archimedean copulas.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
IN - Informatics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA13-17187S" target="_blank" >GA13-17187S: Constructing Advanced Comprehensible Classifiers</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Parallel Problem Solving from Nature - PPSN XIII
ISBN
978-3-319-10761-5
ISSN
0302-9743
e-ISSN
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Number of pages
10
Pages from-to
902-911
Publisher name
Springer
Place of publication
Cham
Event location
Ljubljana
Event date
Sep 13, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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