Quasi-Newton Method

The Genetic and Evolutionary Computation Conference (GECCO 2023)

I gave a poster presentation at The Genetic and Evolutionary Computation Conference (GECCO 2023, Altis Grand Hotel, Lisbon, Portugal, 15-19, Jul). Thank you to all those who helped make this event possible.

This paper utilizes the expected gradient of the Gaussian Process (GP) in a surrogate-assisted evolutionary algorithm. Specifically, our proposal iteratively runs a quasi-Newton method (L-BFGS-B) changing initial points on multiple GPs constructed to approximate the promising region of the objective function.