Abstrac Recent convergence analyses of evolutionary pattern search algorithms (EPSAs) have shown that these methods have a weak stationary point convergence theory for a broad class of unconstrained and linearly constrained problems. This paper describes how the convergence theory for EPSAs can be adapted to allow each individual in a population to have its own mutation step length (similar to the design of evolutionary programing and evolution strategies algorithms). These are called locally-adaptive EPSAs (LA-EPSAs) since each individual's mutation step length is independently adapted in different local neighborhoods. The paper also describes a variety of standard formulations of evolutionary algorithms that can be used for LA-EPSAs. Further, it is shown how this convergence theory can be applied to memetic EPSAs, which use local search to re.ne points within each iteration.
Evolutionary pattern search algorithms for unconstrained and linearly constrained optimization