Convergence of the IGO-Flow of Isotropic Gaussian Distributions on Convex Quadratic Problems

@inproceedings{Glasmachers2012ConvergenceOT,
  title={Convergence of the IGO-Flow of Isotropic Gaussian Distributions on Convex Quadratic Problems},
  author={Tobias Glasmachers},
  booktitle={PPSN},
  year={2012}
}
The information geometric optimization (IGO) flow has been introduced recently by Arnold et al. This distinguished mathematical flow on the parameter manifold of a family of search distributions constitutes a novel approach to the analysis of several randomized search heuristics, including modern evolution strategies. Besides its appealing theoretical properties, it offers the unique opportunity to approach the convergence analysis of evolution strategies in two independent steps. The first… CONTINUE READING