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Evolution and Optimum Seeking

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124 <strong>Evolution</strong> Strategies for Numerical Optimization<br />

askew distribution this is not the case. Perhaps, however, the skewness is only slight, so<br />

that one can determine at least approximately the expectation value from the position of<br />

the maximum.<br />

Before treating the sphere <strong>and</strong> corridor models in this way,wewillcheck the usefulness<br />

of the scheme with an even simpler objective function.<br />

5.2.2.1 The Linear Model (Inclined Plane)<br />

The simplest way the objective function can depend on the variables is linearly. Imagining<br />

the function to be a terrain in the (n + 1)-dimensional space, it appears as an inclined<br />

plane. In the two dimensional projection the contours are straight, parallel lines in this<br />

case. Without loss of generality one can orient the coordinate system so that the plane only<br />

slopes in the direction of one axis x1 <strong>and</strong> the starting point or parent under consideration<br />

lies at the origin (Fig. 5.5).<br />

The useful distance s` towards the objective thatiscovered by descendant N` of the<br />

parent E is just the part of the r<strong>and</strong>om vector z lying along the x1 axis. Since the<br />

components zi of z are independent, we have<br />

<strong>and</strong><br />

p(s`

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