that do not contain any random elements
- Thus, the notion of global
convergence of the algorithms in this section
refers to obtaining a strict local minimum 59#59 from any
given starting point 60#60 and not the global minimum of a function.
- methods that contain random elements
- In this context an homogeneous Markov chain is a series
of random changes in the control variables.
- In other
words, there is an 80 chance that a change which
increases the objective function will be accepted.
- In fact, Evolution Strategies (see section 4.3
almost always perform better than Genetic Algorithms on optimization
problems with continuous control variables and do not incur quantization
errors, so there is, in practice, little incentive to use a GA on such