Global convergence for evolution strategies in spherical problems: some simple proofs and difficulties

  • Authors:
  • Alexis Bienvenüe;Olivier François

  • Affiliations:
  • LMC, BP 53, 38041, Grenoble cedex 9, France;TIMC-TIMB, Campus-Santé, F-38706, La Tronche cedex, France

  • Venue:
  • Theoretical Computer Science
  • Year:
  • 2003

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Abstract

This paper presents simple proofs for the global convergence of evolution strategies in spherical problems. We investigate convergence properties for both adaptive and self-adaptive strategies. Regarding adaptive strategies, the convergence rates are computed explicitly and compared with the results obtained in the so-called "rate-of-progress" theory. Regarding self-adaptive strategies, the computation is conditional to the knowledge of a specific induced Markov chain. An explicit example of chaotic behavior illustrates the complexity in dealing with such chains. In addition to these proofs, this work outlines a number of difficulties in dealing with evolution strategies.