Noisy optimization: a theoretical strategy comparison of ES, EGS, SPSA & IF on the noisy sphere

Steffen Finck, Hans-Georg Beyer, Alexander Melkozerov. Noisy optimization: a theoretical strategy comparison of ES, EGS, SPSA & IF on the noisy sphere. In Natalio Krasnogor, Pier Luca Lanzi, editors, 13th Annual Genetic and Evolutionary Computation Conference, GECCO 2011, Proceedings, Dublin, Ireland, July 12-16, 2011. pages 813-820, ACM, 2011. [doi]

Abstract

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