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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

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is a popular method to deal with nonconvex and/or stochastic optimization problems when the gradient information is not available. Being based on the CMA-ES, the recently proposed…

Neural and Evolutionary Computing · Computer Science 2017-05-19 Ilya Loshchilov , Tobias Glasmachers , Hans-Georg Beyer

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

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 Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is widely accepted as a robust derivative-free continuous optimization algorithm for non-linear and non-convex optimization problems. CMA-ES is well known to be almost…

Neural and Evolutionary Computing · Computer Science 2014-06-12 Ilya Loshchilov , Marc Schoenauer , Michèle Sebag , Nikolaus Hansen

This tutorial introduces the CMA Evolution Strategy (ES), where CMA stands for Covariance Matrix Adaptation. The CMA-ES is a stochastic, or randomized, method for real-parameter (continuous domain) optimization of non-linear, non-convex…

Machine Learning · Computer Science 2023-03-13 Nikolaus Hansen

Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is a highly effective optimization technique. A primary challenge when applying CMA-ES in high dimensionality is sampling from a multivariate normal distribution with an arbitrary…

Neural and Evolutionary Computing · Computer Science 2026-01-05 Jarosław Arabas , Adam Stelmaszczyk , Eryk Warchulski , Dariusz Jagodziński , Rafał Biedrzycki

Various variants of the well known Covariance Matrix Adaptation Evolution Strategy (CMA-ES) have been proposed recently, which improve the empirical performance of the original algorithm by structural modifications. However, in practice it…

Neural and Evolutionary Computing · Computer Science 2018-08-20 Sander van Rijn , Hao Wang , Matthijs van Leeuwen , Thomas Bäck

Bilinear Matrix Inequalities (BMIs) are fundamental to control system design but are notoriously difficult to solve due to their nonconvexity. This study addresses BMI-based control optimization problems by adapting and integrating advanced…

Systems and Control · Electrical Eng. & Systems 2026-01-14 Syue-Cian Lin , Wei-Yu Chiu , Chien-Feng Wu

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

We focus on the challenge of finding a diverse collection of quality solutions on complex continuous domains. While quality diver-sity (QD) algorithms like Novelty Search with Local Competition (NSLC) and MAP-Elites are designed to generate…

Machine Learning · Computer Science 2020-05-08 Matthew C. Fontaine , Julian Togelius , Stefanos Nikolaidis , Amy K. Hoover

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

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

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

The Covariance Matrix Adaptation Evolutionary Strategy (CMA-ES) is one of the most advanced algorithms in numerical black-box optimization. For noisy objective functions, several approaches were proposed to mitigate the noise, e.g.,…

Neural and Evolutionary Computing · Computer Science 2025-06-04 Catalin-Viorel Dinu , Yash J. Patel , Xavier Bonet-Monroig , Hao Wang

This paper addresses the development of a covariance matrix self-adaptation evolution strategy (CMSA-ES) for solving optimization problems with linear constraints. The proposed algorithm is referred to as Linear Constraint CMSA-ES…

Neural and Evolutionary Computing · Computer Science 2018-09-24 Patrick Spettel , Hans-Georg Beyer , Michael Hellwig

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

We combine a refined version of two-point step-size adaptation with the covariance matrix adaptation evolution strategy (CMA-ES). Additionally, we suggest polished formulae for the learning rate of the covariance matrix and the…

Neural and Evolutionary Computing · Computer Science 2008-12-18 Nikolaus Hansen

In this study, we consider a continuous min--max optimization problem $\min_{x \in \mathbb{X} \max_{y \in \mathbb{Y}}}f(x,y)$ whose objective function is a black-box. We propose a novel approach to minimize the worst-case objective function…

Neural and Evolutionary Computing · Computer Science 2023-03-29 Atsuhiro Miyagi , Yoshiki Miyauchi , Atsuo Maki , Kazuto Fukuchi , Jun Sakuma , 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
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