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Evolution strategy
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portfolio optimization
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On the design of constraint covariance matrix self-adaptation evolution strategies including a cardinality constraint
(2012)
Beyer, Hans-Georg
;
Finck, Steffen
HappyCat – A simple function class where well-known direct search algorithms do fail
(2012)
Beyer, Hans-Georg
;
Finck, Steffen
Performance analysis of the simultaneous perturbation stochastic approximation algorithm on the noisy sphere model
(2012)
Finck, Steffen
;
Beyer, Hans-Georg
Noisy optimization. A theoretical strategy comparison of ES, EGS, SPSA & IF on the noisy sphere
(2011)
Finck, Steffen
;
Beyer, Hans-Georg
;
Melkozerov, Alexander
On the evaluation of direct search methods
(2010)
Finck, Steffen
;
Beyer, Hans-Georg
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