Towards an Analysis of Self-Adaptive Evolution Strategies on the Noisy Ellipsoid Model

This paper analyzes the multi-recombinant self-adaptive evolution strategy (ES), denoted as(μ/μI, λ)-σSA-ES on the convex-quadratic function class under the influence of noise, which is referred to as noisy ellipsoid model. Asymptotically exact progress rate and self-adaptation response measures are derived (i.e., for N → ∞, N - search space dimensionality) for the considered objective function model and verified using experimental ES runs.