Recently it was shown by Nesterov (2011) that techniques form convex optimization can be used to successfully accelerate simple derivativefree randomized optimization methods. The appeal of those schemes lies in their low complexity, which is only Θ(n) per iteration—compared to Θ(n) for algorithms storing second-order information or covariance matrices. From a high-level point of view, those ac...

In this paper, we argue that the self-adaptation mechanism of a conventional evolution strategy combined with some (very simple) tournament rules based on feasibility similar to some previous proposals (e.g., [1]) can provide us with a highly competitive evolutionary algorithm for constrained optimization. In our proposal, however, no extra mechanisms are provided to maintain diversity. In orde...

Uncertainties caused by material variation can significantly impair the characteristics of devices. Therefore, it is important to design devices whose performance not damaged even when variations occur. Robust optimization seeks for optimal solutions that are robust fluctuations due uncertainties variation, geometrical assembly tolerances, and changes in physical properties over time real-world...

This article analyzes the relationship between strategies of standardization and adaptation of the marketing mix and performance in an international context. We carried out a meta-analysis on a sample of 23 studies published between 1992 and 2010. The sample was analyzed based on measures of the effect size (ES) – or the strength of the relation (Wolf, 1986) – between standardization/adaptation...

The behavior of the [Formula: see text]-Evolution Strategy (ES) with cumulative step size adaptation (CSA) on the ellipsoid model is investigated using dynamic systems analysis. At first a nonlinear system of difference equations is derived that describes the mean value evolution of the ES. This system is successively simplified to finally allow for deriving closed-form solutions of the steady ...

This paper describes the results of initial experiments to apply computational algorithms to explore a large parameter space containingmany variables in the search for an optimal solution for the sustainable design of an urban development using a potentially complicated fitness function. This initial work concentrates on varying the placement of buildings to optimise solar irradiation availabil...

We consider Covariance Matrix Adaptation schemes (CMA-ES [3], Gaussian Adaptation (GaA) [4]) and Randomized Hessian (RH) schemes from Leventhal and Lewis [5]. We provide a new, numerically stable implementation for RH and, in addition, combine the update with an adaptive step size strategy. We design a class of quadratic functions with parametrizable spectra to study the influence of the spectr...

3 Adapting the Covariance Matrix 10 3.1 Estimating the Covariance Matrix From Scratch . . . . . . . . . . . . . . . . 10 3.2 Rank-μ-Update . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 3.3 Rank-One-Update . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 3.3.1 A Different Viewpoint . . . . . . . . . . . . . . . . . . . . . . . . . 14 3.3.2 Cumulation: Uti...

Self-adaptation has been widely used in Evolution Strategies (ES) and Evolutionary Programming (EP), where it has proved useful in varying the mutation step size for continuous objective variables. To date, relatively little work has been performed on applying selfadaptation to the canonical Genetic Algorithm (GA). This research applies a simple discrete model of self-adaptation to test functio...

We present a practical algorithm that veri es whether a graph has diameter 2 in time O n= log n . A slight adaptation of this algorithm yields a boolean matrix multiplication algorithm which runs in the same time bound; thereby allowing us to compute transitive closure and verify that the diameter of a graph is d, for any constant d, in O n= log n time.