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This study modifies the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) algorithm for multi-modal optimization problems. The enhancements focus on addressing the challenges of multiple global minima, improving the algorithm's…

Neural and Evolutionary Computing · Computer Science 2024-07-02 Wathsala Karunarathne , Indu Bala , Dikshit Chauhan , Matthew Roughan , Lewis Mitchell

We propose a novel constraint-handling technique for the covariance matrix adaptation evolution strategy (CMA-ES). The proposed technique is aimed at solving explicitly constrained black-box continuous optimization problems, in which the…

Neural and Evolutionary Computing · Computer Science 2022-05-11 Naoki Sakamoto , Youhei Akimoto

The covariance matrix adaptation evolution strategy (CMA-ES) is an efficient continuous black-box optimization method. The CMA-ES possesses many attractive features, including invariance properties and a well-tuned default hyperparameter…

Neural and Evolutionary Computing · Computer Science 2023-05-02 Yohei Watanabe , Kento Uchida , Ryoki Hamano , Shota Saito , Masahiro Nomura , Shinichi Shirakawa

We present a novel black box optimization algorithm called Hessian Estimation Evolution Strategy. The algorithm updates the covariance matrix of its sampling distribution by directly estimating the curvature of the objective function. This…

Machine Learning · Computer Science 2020-06-11 Tobias Glasmachers , Oswin Krause

Over the past decades, more and more methods gain a giant development due to the development of technology. Evolutionary Algorithms are widely used as a heuristic method. However, the budget of computation increases exponentially when the…

Neural and Evolutionary Computing · Computer Science 2021-05-12 Yangjie Mei , Hao Wang

The covariance matrix adaptation evolution strategy (CMA-ES) is one of the most successful methods for solving continuous black-box optimization problems. A practically useful aspect of the CMA-ES is that it can be used without…

Neural and Evolutionary Computing · Computer Science 2024-09-30 Masahiro Nomura , Youhei Akimoto , Isao Ono

In this paper, we introduce the quantum adaptive distribution search (QuADS), a quantum continuous optimization algorithm that integrates Grover adaptive search (GAS) with the covariance matrix adaptation - evolution strategy (CMA-ES), a…

Quantum Physics · Physics 2024-07-08 Kohei Morimoto , Yusuke Takase , Kosuke Mitarai , Keisuke Fujii

Despite the state-of-the-art performance of the covariance matrix adaptation evolution strategy (CMA-ES), high-dimensional black-box optimization problems are challenging tasks. Such problems often involve a property called low effective…

Neural and Evolutionary Computing · Computer Science 2024-12-03 Kento Uchida , Teppei Yamaguchi , Shinichi Shirakawa

This paper proposes RCMAES, a novel variant of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) for CEC benchmark optimization. RCMAES integrates a dimension-dependent nonlinear population-size reduction strategy with an…

Neural and Evolutionary Computing · Computer Science 2026-05-01 Khoirul Faiq Muzakka , Sören Möller , Martin Finsterbusch

The interest in accelerating black-box optimizers has resulted in several surrogate model-assisted version of the Covariance Matrix Adaptation Evolution Strategy, a state-of-the-art continuous black-box optimizer. The version called…

Neural and Evolutionary Computing · Computer Science 2017-10-02 Jakub Repicky , Lukas Bajer , Zbynek Pitra , Martin Holena

Evolution Strategies (ES) are stochastic derivative-free optimization algorithms whose most prominent representative, the CMA-ES algorithm, is widely used to solve difficult numerical optimization problems. We provide the first rigorous…

Optimization and Control · Mathematics 2022-10-25 Cheikh Touré , Anne Auger , Nikolaus Hansen

One of the most challenging types of ill-posedness in global optimization is the presence of insensitivity regions in design parameter space, so the identification of their shape will be crucial, if ill-posedness is irrecoverable. Such…

Neural and Evolutionary Computing · Computer Science 2019-05-20 Jakub Sawicki , Maciej Smołka , Marcin Łoś , Robert Schaefer

The covariance matrix adaptation evolution strategy (CMA-ES) is a powerful optimization method for continuous black-box optimization problems. Several noise-handling methods have been proposed to bring out the optimization performance of…

Neural and Evolutionary Computing · Computer Science 2024-05-21 Kento Uchida , Kenta Nishihara , Shinichi Shirakawa

Evolution strategies (ESs) are zeroth-order stochastic black-box optimization heuristics invariant to monotonic transformations of the objective function. They evolve a multivariate normal distribution, from which candidate solutions are…

Numerical Analysis · Mathematics 2022-02-09 Youhei Akimoto , Anne Auger , Tobias Glasmachers , Daiki Morinaga

We propose a computationally efficient limited memory Covariance Matrix Adaptation Evolution Strategy for large scale optimization, which we call the LM-CMA-ES. The LM-CMA-ES is a stochastic, derivative-free algorithm for numerical…

Neural and Evolutionary Computing · Computer Science 2014-04-23 Ilya Loshchilov

The class of algorithms called Hessian Estimation Evolution Strategies (HE-ESs) update the covariance matrix of their sampling distribution by directly estimating the curvature of the objective function. The approach is practically…

Optimization and Control · Mathematics 2021-06-16 Tobias Glasmachers , Oswin Krause

Recently it was shown by Nesterov (2011) that techniques form convex optimization can be used to successfully accelerate simple derivative-free randomized optimization methods. The appeal of those schemes lies in their low complexity, which…

Optimization and Control · Mathematics 2014-06-13 Sebastian U. Stich

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) has been the most successful Evolution Strategy at exploiting covariance information; it uses a form of Principle Component Analysis which, under certain conditions, is suggested…

Neural and Evolutionary Computing · Computer Science 2011-12-20 Ofer M. Shir , Jonathan Roslund , Darrell Whitley , Herschel Rabitz

The covariance matrix adaptive evolution strategy (CMA-ES) has been widely used in the field of 2D/3D registration in recent years. This optimization method exhibits exceptional robustness and usability for complex surgical scenarios.…

Image and Video Processing · Electrical Eng. & Systems 2024-05-17 Zhirun Zhang , Minheng Chen

Evolutionary optimization algorithms often face defects and limitations that complicate the evolution processes or even prevent them from reaching the global optimum. A notable constraint pertains to the considerable quantity of function…

Neural and Evolutionary Computing · Computer Science 2025-05-23 Farshid Farhadi Khouzani , Abdolreza Mirzaei , Paul La Plante , Laxmi Gewali