Mittagsseminar (in cooperation with A. Steger, D. Steurer and B. Sudakov)

Date and Time: Thursday, December 16, 2010, 12:15 pm

Duration: This information is not available in the database

Location: OAT S15/S16/S17

Speaker: Sebastian Stich

Principles of self-adaptation in randomized optimization.

Consider a global optimization problem in high dimension of which structure little is known (especially first and second order derivatives are not available or useful). In this situation so called direct search methods must be used. One of the search heuristics often used in practice is CMA-ES (covariance matrix adaption-evolution strategy), although there is yet no rigorous proof that this heuristic will converge to the optima even in case of a quadratic optimization problem. We give a short introduction to the designing principles of evolution strategies and mention some known theoretical results and open questions.

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