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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 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

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

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

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

Pre-training a diverse set of neural network controllers in simulation has enabled robots to adapt online to damage in robot locomotion tasks. However, finding diverse, high-performing controllers requires expensive network training and…

Robotics · Computer Science 2023-09-19 Bryon Tjanaka , Matthew C. Fontaine , David H. Lee , Aniruddha Kalkar , Stefanos Nikolaidis

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 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

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

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

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

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

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

The application of standard sufficient dimension reduction methods for reducing the dimension space of predictors without losing regression information requires inverting the covariance matrix of the predictors. This has posed a number of…

Methodology · Statistics 2019-10-01 Kabir Opeyemi Olorede , Waheed Babatunde Yahya

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

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

Single-objective optimization algorithms search for the single highest-quality solution with respect to an objective. Quality diversity (QD) optimization algorithms, such as Covariance Matrix Adaptation MAP-Elites (CMA-ME), search for a…

Machine Learning · Computer Science 2023-06-07 Matthew C. Fontaine , Stefanos Nikolaidis

Bilevel optimization is a field of significant theoretical and practical interest, yet solving such optimization problems remains challenging. Evolutionary methods have been employed to address these problems in the black-box setting;…

Neural and Evolutionary Computing · Computer Science 2026-04-06 Marc Ong , Youhei Akimoto

Evolution strategies (ESs) are zeroth-order stochastic black-box optimization heuristics invariant to monotonic transformations of the objective function. They evolve a multivariate normal distribution, from which candidate solutions are…

Numerical Analysis · Mathematics 2022-02-09 Youhei Akimoto , Anne Auger , Tobias Glasmachers , Daiki Morinaga

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