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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

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 paper leverages the recently introduced concept of algorithm footprints to investigate the interplay between algorithm configurations and problem characteristics. Performance footprints are calculated for six modular variants of the…

Neural and Evolutionary Computing · Computer Science 2025-07-04 Ana Nikolikj , Mario Andrés Muñoz , Eva Tuba , Tome Eftimov

Hyperparameters of deep neural networks are often optimized by grid search, random search or Bayesian optimization. As an alternative, we propose to use the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), which is known for its…

Neural and Evolutionary Computing · Computer Science 2016-04-26 Ilya Loshchilov , Frank Hutter

The Increasing Population Covariance Matrix Adaptation Evolution Strategy (IPOP-CMA-ES) algorithm is a reference stochastic optimizer dedicated to blackbox optimization, where no prior knowledge about the underlying problem structure is…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-02 David Redon , Pierre Fortin , Bilel Derbel , Miwako Tsuji , Mitsuhisa Sato

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

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

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

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

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

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

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

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 targets the mixed-integer black-box optimization (MI-BBO) problem where continuous and integer variables should be optimized simultaneously. The CMA-ES, our focus in this study, is a population-based stochastic search method that…

Neural and Evolutionary Computing · Computer Science 2023-01-13 Ryoki Hamano , Shota Saito , Masahiro Nomura , Shinichi Shirakawa

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

In many practical optimization problems, the derivatives of the functions to be optimized are unavailable or unreliable. Such optimization problems are solved using derivative-free optimization techniques. One of the state-of-the-art…

Neural and Evolutionary Computing · Computer Science 2018-05-30 Najeeb Khan

The Combined Algorithm Selection and Hyperparameter Optimization (CASH) problem is fundamental in Automated Machine Learning (AutoML). Inspired by the success of ensemble learning, recent AutoML systems construct post-hoc ensembles for…

Machine Learning · Computer Science 2026-03-26 Beicheng Xu , Wei Liu , Keyao Ding , Yupeng Lu , Bin Cui

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

Automated algorithm selection promises to support the user in the decisive task of selecting a most suitable algorithm for a given problem. A common component of these machine-trained techniques are regression models which predict the…

Neural and Evolutionary Computing · Computer Science 2020-06-18 Anja Jankovic , Carola Doerr

This work provides an efficient sampling method for the covariance matrix adaptation evolution strategy (CMA-ES) in large-scale settings. In contract to the Gaussian sampling in CMA-ES, the proposed method generates mutation vectors from a…

Neural and Evolutionary Computing · Computer Science 2022-03-25 Xiaoyu He , Zibin Zheng , Yuren Zhou
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