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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

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

This paper explores the theoretical basis of the covariance matrix adaptation evolution strategy (CMA-ES) from the information geometry viewpoint. To establish a theoretical foundation for the CMA-ES, we focus on a geometric structure of a…

Neural and Evolutionary Computing · Computer Science 2012-06-06 Youhei Akimoto , Yuichi Nagata , Isao Ono , Shigenobu Kobayashi

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

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

Parameter adaptation, that is the capability to automatically adjust an algorithm's hyperparameters depending on the problem being faced, is one of the main trends in evolutionary computation applied to numerical optimization. While several…

Neural and Evolutionary Computing · Computer Science 2022-06-30 Michele Tessari , Giovanni Iacca

In the post-Moore era, main performance gains of black-box optimizers are increasingly depending on parallelism, especially for large-scale optimization (LSO). Here we propose to parallelize the well-established covariance matrix adaptation…

Neural and Evolutionary Computing · Computer Science 2024-10-14 Qiqi Duan , Chang Shao , Guochen Zhou , Minghan Zhang , Qi Zhao , Yuhui Shi

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 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 one of the most successful examples of a derandomized evolution strategy. However, it still relies on randomly sampling offspring, which can be done via a uniform distribution…

Neural and Evolutionary Computing · Computer Science 2024-09-25 Jacob de Nobel , Diederick Vermetten , Thomas H. W. Bäck , Anna V. Kononova

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

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

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

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

Rather than obtaining a single good solution for a given optimization problem, users often seek alternative design choices, because the best-found solution may perform poorly with respect to additional objectives or constraints that are…

Neural and Evolutionary Computing · Computer Science 2025-08-06 Maria Laura Santoni , Christoph Dürr , Carola Doerr , Mike Preuss , Elena Raponi

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

Fitting the continuum component of a quasar spectrum in UV/optical band is challenging due to contamination of numerous emission lines. Traditional fitting algorithms such as the least-square fitting and the Levenberg-Marquardt algorithm…

Instrumentation and Methods for Astrophysics · Physics 2013-12-31 Jian Wu , Daniel E. Vanden Berk

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

Multimodal optimization requires both exploration and exploitation. Exploration identifies promising attraction basins, while exploitation finds the best solutions within these basins. The balance between exploration and exploitation can be…

Neural and Evolutionary Computing · Computer Science 2025-06-03 Chandula Fernando , Kushani De Silva

The CSA-ES is an Evolution Strategy with Cumulative Step size Adaptation, where the step size is adapted measuring the length of a so-called cumulative path. The cumulative path is a combination of the previous steps realized by the…

Machine Learning · Computer Science 2013-02-19 Alexandre Chotard , Anne Auger , Nikolaus Hansen