A Superlinearly Convergent Evolution Strategy
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arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866909612426395648 |
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| author | Glasmachers, Tobias |
| author_facet | Glasmachers, Tobias |
| contents | We present a hybrid algorithm between an evolution strategy and a quasi Newton method. The design is based on the Hessian Estimation Evolution Strategy, which iteratively estimates the inverse square root of the Hessian matrix of the problem. This is akin to a quasi-Newton method and corresponding derivative-free trust-region algorithms like NEWUOA. The proposed method therefore replaces the global recombination step commonly found in non-elitist evolution strategies with a quasi-Newton step. Numerical results show superlinear convergence, resulting in improved performance in particular on smooth convex problems. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2505_10987 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A Superlinearly Convergent Evolution Strategy Glasmachers, Tobias Optimization and Control Neural and Evolutionary Computing We present a hybrid algorithm between an evolution strategy and a quasi Newton method. The design is based on the Hessian Estimation Evolution Strategy, which iteratively estimates the inverse square root of the Hessian matrix of the problem. This is akin to a quasi-Newton method and corresponding derivative-free trust-region algorithms like NEWUOA. The proposed method therefore replaces the global recombination step commonly found in non-elitist evolution strategies with a quasi-Newton step. Numerical results show superlinear convergence, resulting in improved performance in particular on smooth convex problems. |
| title | A Superlinearly Convergent Evolution Strategy |
| topic | Optimization and Control Neural and Evolutionary Computing |
| url | https://arxiv.org/abs/2505.10987 |