Analysis of the $( mu/ mu_I, lambda)$-CSA-ES with Repair by Projection Applied to a Conically Constrained Problem

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📝 Original Paper Info

- Title: Analysis of the $( mu/ mu_I, lambda)$-CSA-ES with Repair by Projection Applied to a Conically Constrained Problem
- ArXiv ID: 1901.07871
- Date: 2019-08-12
- Authors: Patrick Spettel and Hans-Georg Beyer

📝 Abstract

Theoretical analyses of evolution strategies are indispensable for gaining a deep understanding of their inner workings. For constrained problems, rather simple problems are of interest in the current research. This work presents a theoretical analysis of a multi-recombinative evolution strategy with cumulative step size adaptation applied to a conically constrained linear optimization problem. The state of the strategy is modeled by random variables and a stochastic iterative mapping is introduced. For the analytical treatment, fluctuations are neglected and the mean value iterative system is considered. Non-linear difference equations are derived based on one-generation progress rates. Based on that, expressions for the steady state of the mean value iterative system are derived. By comparison with real algorithm runs, it is shown that for the considered assumptions, the theoretical derivations are able to predict the dynamics and the steady state values of the real runs.

💡 Summary & Analysis

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📄 Full Paper Content (ArXiv Source)


📊 논문 시각자료 (Figures)

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A Note of Gratitude

The copyright of this content belongs to the respective researchers. We deeply appreciate their hard work and contribution to the advancement of human civilization.

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