Markov Chain Analysis of Cumulative Step-Size Adaptation on a Linear Constrained Problem.

This paper analyzes a (1, λ)-Evolution Strategy, a randomized comparison-based adaptive search algorithm optimizing a linear function with a linear constraint. The algorithm uses resampling to handle the constraint. Two cases are investigated: first, the case where the step-size is constant, and second, the case where the step-size is adapted using cumulative step-size adaptation.