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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

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

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

In this paper, we propose an efficient approximated rank one update for covariance matrix adaptation evolution strategy (CMA-ES). It makes use of two evolution paths as simple as that of CMA-ES, while avoiding the computational matrix…

Neural and Evolutionary Computing · Computer Science 2017-10-24 Zhenhua Li , Qingfu Zhang

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

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

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

Modern machine learning uses more and more advanced optimization techniques to find optimal hyper parameters. Whenever the objective function is non-convex, non continuous and with potentially multiple local minima, standard gradient…

Machine Learning · Computer Science 2019-02-13 Eric Benhamou , Jamal Atif , Rida Laraki

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

We introduce an acceleration for covariance matrix adaptation evolution strategies (CMA-ES) by means of adaptive diagonal decoding (dd-CMA). This diagonal acceleration endows the default CMA-ES with the advantages of separable CMA-ES…

Neural and Evolutionary Computing · Computer Science 2019-05-16 Youhei Akimoto , Nikolaus Hansen

Discrete and mixed-variable optimization problems have appeared in several real-world applications. Most of the research on mixed-variable optimization considers a mixture of integer and continuous variables, and several integer handlings…

Optimization and Control · Mathematics 2024-08-26 Kento Uchida , Ryoki Hamano , Masahiro Nomura , Shota Saito , 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

Proportional integral derivative (PID) controllers are important and widely used tools in system control. Tuning of the controller gains is a laborious task, especially for complex systems such as combustion engines. To minimize the time of…

Systems and Control · Computer Science 2017-06-07 Katerina Henclova

The covariance matrix adaptation evolution strategy (CMA-ES) is a stochastic search algorithm using a multivariate normal distribution for continuous black-box optimization. In addition to strong empirical results, part of the CMA-ES can be…

Neural and Evolutionary Computing · Computer Science 2024-08-12 Ryoki Hamano , Shinichi Shirakawa , Masahiro Nomura

In this paper we investigate the convergence properties of a variant of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). Our study is based on the recent theoretical foundation that the pure rank-mu update CMA-ES performs the…

Artificial Intelligence · Computer Science 2017-06-20 Youhei Akimoto

Contextual policy search (CPS) is a class of multi-task reinforcement learning algorithms that is particularly useful for robotic applications. A recent state-of-the-art method is Contextual Covariance Matrix Adaptation Evolution Strategies…

Machine Learning · Computer Science 2019-04-16 Alexander Fabisch

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

Recent research in Cooperative Coevolution~(CC) have achieved promising progress in solving large-scale global optimization problems. However, existing CC paradigms have a primary limitation in that they require deep expertise for selecting…

Machine Learning · Computer Science 2025-04-25 Hongshu Guo , Wenjie Qiu , Zeyuan Ma , Xinglin Zhang , Jun Zhang , Yue-Jiao Gong

Optimum implementation of non-conventional wells allows us to increase considerably hydrocarbon recovery. By considering the high drilling cost and the potential improvement in well productivity, well placement decision is an important…

Computational Engineering, Finance, and Science · Computer Science 2010-11-25 Zyed Bouzarkouna , Didier Yu Ding , Anne Auger