Stochastic optimization algorithms typically use learning rate schedules that behave asymptotically as (t) = 0=t. The ensemble dynamics (Leen and Moody, 1993) for such algorithms ...
—This paper compares the performance of several structured optimization strategies in adaptive signal processing problems that are characterized by ill-conditioned error surfaces...
The (1+1)-CMA-ES is an adaptive stochastic algorithm for the optimization of objective functions defined on a continuous search space in a black-box scenario. In this paper, an i...
We benchmark an independent-restart-(1+1)-CMA-ES on the BBOB-2009 noisy testbed. The (1+1)-CMA-ES is an adaptive stochastic algorithm for the optimization of objective functions d...