Progress Rate Analysis of Evolution Strategies on the Rastrigin Function: First Results

Abstract A first order progress rate is derived for the intermediate multi-recombinative Evolution Strategy $$(\mu /\mu _I, \lambda )$$ ( μ / I , λ ) -ES on highly multimodal Rastrigin test function. The within a linearized model applying method of so-called noisy statistics. To this end, mutation-induced variance function determined. obtained approximation compared to simulations and yields strengths limitations depending mutation strength distance optimizer. Furthermore, iterated using dynamical systems approach averaged optimization runs. property global convergence given discussed. As an outlook, need improved as well extension higher including positional fluctuations explained.