Název: Important Markov-Chain Properties of (1,lambda)-ES Linear Optimization Models
Autoři: Chotard, A. ; Holeňa, Martin
Typ dokumentu: Příspěvky z konference
Konference/Akce: ITAT 2014. European Conference on Information Technologies - Applications and Theory /14./, Demänovská dolina (SK), 2014-09-25 / 2014-09-29
Rok: 2014
Jazyk: eng
Abstrakt: 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 the involved random steps. This is a very strong and specific assumption. The objective of our contribution is to show that in the constant step size case, valuable properties of the Markov chain can be obtained even for steps with substantially more general distributions. Several results that have been previously proved using the normality assumption are proved here in a more general way without that assumption. Finally, the decomposition of 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.
Klíčová slova: Archimedean copulas; evolution strategies; linear optimization; Markov chain models; random steps
Číslo projektu: GA13-17187S (CEP)
Poskytovatel projektu: GA ČR
Zdrojový dokument: ITAT 2014. Information Technologies - Applications and Theory. Part II, ISBN 978-80-87136-19-5

Instituce: Ústav informatiky AV ČR (web)
Informace o dostupnosti dokumentu: Dokument je dostupný v repozitáři Akademie věd.
Původní záznam: http://hdl.handle.net/11104/0236769

Trvalý odkaz NUŠL: http://www.nusl.cz/ntk/nusl-175459


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