Preface |
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vii | |
1 Analyzing Randomized Search Heuristics: Tools from Probability Theory |
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1 | (20) |
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2 | (1) |
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3 | (2) |
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1.3 Linearity of Expectation |
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5 | (1) |
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1.4 Deviations from the Mean |
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6 | (9) |
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6 | (1) |
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1.4.2 Chebyshev Inequality |
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7 | (1) |
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1.4.3 Chernoff Bounds for Sums of Independent Random Variables |
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7 | (2) |
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1.4.4 Chernoff Bounds for Geometric Random Variables |
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9 | (2) |
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1.4.5 Chernoff-type Bounds for Independent Variables with Limited Influence |
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11 | (1) |
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1.4.6 Dealing with Non-independent Random Variables |
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11 | (4) |
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15 | (2) |
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17 | (2) |
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1.6.1 Talagrand's Inequality |
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17 | (1) |
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18 | (1) |
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19 | (1) |
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19 | (2) |
2 Runtime Analysis of Evolutionary Algorithms for Discrete Optimization |
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21 | (32) |
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22 | (1) |
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2.2 Evolutionary Algorithms |
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23 | (2) |
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2.3 Computational Complexity of EAs |
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25 | (1) |
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26 | (2) |
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2.5 Mathematical Techniques |
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28 | (18) |
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2.5.1 An Analytic Markov Chain Framework |
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29 | (2) |
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2.5.2 Artificial Fitness Levels |
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31 | (2) |
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2.5.3 Coupon Collector Problem |
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33 | (1) |
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2.5.4 Typical Run Investigations |
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34 | (2) |
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2.5.5 Gambler's Ruin Problem |
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36 | (2) |
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38 | (8) |
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46 | (2) |
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48 | (5) |
3 Evolutionary Computation in Combinatorial Optimization |
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53 | (48) |
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53 | (1) |
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3.2 The Basic Combinatorial (1+1) Evolutionary Algorithm |
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54 | (4) |
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3.3 Matroids — The Realm of the Greedy Algorithm |
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58 | (2) |
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3.4 Multiplicative Drift Analysis |
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60 | (3) |
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3.5 Lower Bounds and Typical Runs |
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63 | (3) |
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3.6 A Hard Problem for the (1+1) Evolutionary Algorithm |
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66 | (7) |
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3.7 Shortest Path Problems |
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73 | (4) |
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3.8 Multi-Criteria Optimization |
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77 | (2) |
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3.9 Permutation Based Search Spaces |
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79 | (4) |
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3.10 Asymmetric and Adjacency-Based Variation Operators |
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83 | (5) |
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3.11 Population and Recombination |
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88 | (6) |
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94 | (2) |
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96 | (5) |
4 Theoretical Aspects of Evolutionary Multiobjective Optimization |
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101 | (40) |
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102 | (3) |
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4.1.1 Multiobjective Optimization |
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103 | (1) |
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4.1.2 Multiobjective Evolutionary Algorithms — A Very Brief Chronology |
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104 | (1) |
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4.2 Performance Assessment with the Attainment Function and Quality Indicators |
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105 | (7) |
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4.2.1 The Attainment Function |
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106 | (2) |
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108 | (3) |
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4.2.3 Future Research Directions |
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111 | (1) |
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4.3 Hypervolume-based Search |
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112 | (10) |
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4.3.1 Computational Complexity of Computing the Hypervolume Indicator |
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113 | (3) |
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4.3.2 Optimal a-Distributions |
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116 | (5) |
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4.3.3 Future Research Directions |
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121 | (1) |
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4.4 Runtime Analyses and Convergence Properties |
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122 | (9) |
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4.4.1 Convergence Results |
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122 | (2) |
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4.4.2 The First Runtime Analyses, Common Algorithms, and Special Proof Techniques |
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124 | (4) |
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4.4.3 Other Runtime Analysis Results |
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128 | (3) |
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4.4.4 Future Research Directions |
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131 | (1) |
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4.5 Other Areas of Interest |
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131 | (1) |
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132 | (1) |
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133 | (8) |
5 Memetic Evolutionary Algorithms |
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141 | (30) |
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142 | (2) |
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144 | (2) |
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5.3 The Impact of Parametrization |
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146 | (10) |
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5.3.1 The Impact of the Local Search Depth |
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147 | (4) |
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5.3.2 The Impact of the Local Search Frequency |
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151 | (5) |
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5.4 Memetic Algorithms in Combinatorial Settings |
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156 | (10) |
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5.4.1 Characterizing Difficult Local Optima |
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159 | (1) |
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159 | (4) |
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163 | (3) |
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5.5 Conclusions and Future Work |
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166 | (1) |
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167 | (4) |
6 Simulated Annealing |
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171 | (26) |
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172 | (2) |
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6.2 Practical and Theoretical Issues |
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174 | (2) |
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176 | (13) |
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6.3.1 Results Not Depending on Non-Trivial Cooling Schedules |
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176 | (3) |
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6.3.2 Results Depending on Non-Trivial Cooling Schedules |
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179 | (10) |
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6.4 Comparison with other Search Heuristics |
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189 | (5) |
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194 | (3) |
7 Theory of Particle Swarm Optimization |
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197 | (28) |
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197 | (2) |
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199 | (2) |
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7.3 Convergence Analyses and Further Theoretical Approaches |
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201 | (5) |
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206 | (2) |
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7.5 Runtime Analysis of the Binary PSO |
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208 | (7) |
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7.6 Runtime Analysis of the Guaranteed Convergent PSO |
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215 | (5) |
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7.7 Outlook and Future Research |
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220 | (1) |
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221 | (4) |
8 Ant Colony Optimization: Recent Developments in Theoretical Analysis |
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225 | (30) |
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226 | (1) |
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8.2 What is Ant Colony Optimization? |
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227 | (6) |
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8.2.1 The Construction Graph Concept |
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227 | (2) |
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8.2.2 A Basic ACO Algorithm |
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229 | (1) |
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8.2.3 A Classification Scheme for ACO |
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230 | (3) |
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233 | (4) |
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8.4 Runtime Behavior of Variants with Best-So-Far Reinforcement |
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237 | (9) |
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8.4.1 Upper Bounds for Expected Optimization Times |
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238 | (4) |
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8.4.2 Lower Bounds for Expected Optimization Times |
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242 | (2) |
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8.4.3 Hybridization of ACO with Local Search |
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244 | (2) |
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8.5 Runtime Behavior of Variants with Iteration-Based Reinforcement |
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246 | (3) |
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8.6 ACO Variants for Specific Problems |
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249 | (2) |
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251 | (1) |
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252 | (3) |
9 A "No Free Lunch" Tutorial: Sharpened and Focused No Free Lunch |
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255 | (34) |
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256 | (4) |
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9.2 Sharpened No Free Lunch and Permutation Closure |
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260 | (6) |
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9.2.1 No Free Lunch and Compressibility |
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264 | (2) |
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9.3 Representation and Local Optima |
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266 | (6) |
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9.3.1 No Free Lunch over Representations |
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267 | (1) |
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9.3.2 Gray and Binary Representations |
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268 | (2) |
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9.3.3 Mini-Max Effects and NFL: Gray versus Binary |
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270 | (2) |
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9.4 Focused No Free Lunch |
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272 | (12) |
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9.4.1 Focused NFL for Gray and Binary Representations |
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273 | (3) |
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9.4.2 Focused NFL need not Require a Black Box |
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276 | (1) |
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9.4.3 More Focused Sets: Path-Search Algorithms |
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276 | (3) |
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9.4.4 Algorithms Limited to m Steps |
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279 | (1) |
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9.4.5 Benignly Interacting Algorithms |
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279 | (3) |
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9.4.6 A Focused NFL Theorem |
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282 | (2) |
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284 | (1) |
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285 | (1) |
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286 | (3) |
10 Theory of Evolution Strategies: A New Perspective |
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289 | (38) |
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290 | (7) |
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10.1.1 Adaptive Search Algorithms: A Tour d'Horizon |
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291 | (2) |
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10.1.2 What to Analyze Theoretically? |
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293 | (3) |
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10.1.3 Notations and Structure of the Chapter |
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296 | (1) |
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10.2 Preliminary Definitions and Results |
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297 | (8) |
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10.2.1 Mathematical Formulation of the Search Problem |
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297 | (1) |
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10.2.2 Different Modes of Convergence |
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298 | (1) |
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10.2.3 Convergence Order of Deterministic Sequences |
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299 | (1) |
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10.2.4 Log- and Sub-linear Convergence of Random Variables |
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300 | (2) |
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10.2.5 Simple Proofs for Convergence |
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302 | (2) |
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10.2.6 Invariance to Order Preserving Transformations |
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304 | (1) |
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10.3 Rate of Convergence of Non-adaptive Algorithms |
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305 | (4) |
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10.3.1 Pure Random Search |
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305 | (2) |
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10.3.2 Lower and Upper Bounds for Local Random Search |
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307 | (2) |
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10.4 Rate of Convergence of Adaptive ESs |
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309 | (11) |
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10.4.1 Tight Lower Bounds for Adaptive ESs |
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309 | (4) |
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10.4.2 Link with Progress Rate Theory |
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313 | (1) |
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10.4.3 Linear Convergence of Adaptive ESs |
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314 | (6) |
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10.5 Discussion and Conclusion |
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320 | (2) |
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322 | (1) |
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10.6.1 Proof of Theorem 10.17 |
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322 | (1) |
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10.6.2 Proof of Proposition 10.19 and Corollary 10.20 |
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323 | (1) |
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323 | (4) |
11 Lower Bounds for Evolution Strategies |
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327 | (28) |
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328 | (3) |
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11.2 Evolution Strategies of Type (μ, +λ) |
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331 | (3) |
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11.3 Informal Section: How to Define Convergence Rates? |
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334 | (1) |
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11.4 Branching Factor and Convergence Speed |
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335 | (3) |
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11.5 Results in the General Case |
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338 | (3) |
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11.5.1 Lower Bound on the Number of Comparisons |
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339 | (1) |
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11.5.2 Lower Bound on the Number of Function Evaluations |
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340 | (1) |
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11.6 Bounds on the Convergence Speed using the VC-dimension |
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341 | (5) |
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11.6.1 Selection-Based Non-Elitist Evolution Strategies |
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343 | (1) |
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11.6.2 Full Ranking (μ, λ)-ES with μ Not Too Large |
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343 | (2) |
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11.6.3 Full Ranking (μ, λ)-ES with μ Large |
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345 | (1) |
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11.6.4 Elitist Case: (μ + λ)-ES |
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345 | (1) |
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11.7 Sign Patterns and the Case of the Sphere Function |
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346 | (3) |
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11.7.1 Lower Bounds on Full Ranking Strategies via the Number of Sign Patterns |
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347 | (1) |
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11.7.2 Fast Convergence Ratio with μ = 2d for Optimizing the Sphere Function |
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348 | (1) |
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11.8 Conclusions and Further Work |
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349 | (3) |
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352 | (3) |
Subject Index |
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355 | |