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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

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

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 one of the most successful methods for solving black-box continuous optimization problems. One practically useful aspect of the CMA-ES is that it can be used without…

Neural and Evolutionary Computing · Computer Science 2023-09-15 Masahiro Nomura , Youhei Akimoto , Isao Ono

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

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

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 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

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

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

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 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

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

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

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

Experimental robot optimization often requires evaluating each candidate policy for seconds to minutes. The chosen evaluation time influences optimization because of a speed-accuracy tradeoff: shorter evaluations enable faster iteration,…

Neural and Evolutionary Computing · Computer Science 2026-01-15 Russell M. Martin , Steven H. Collins

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

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

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

In several real-world applications in medical and control engineering, there are unsafe solutions whose evaluations involve inherent risk. This optimization setting is known as safe optimization and formulated as a specialized type of…

Neural and Evolutionary Computing · Computer Science 2024-05-20 Kento Uchida , Ryoki Hamano , Masahiro Nomura , Shota Saito , Shinichi Shirakawa
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