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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 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 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

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

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

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

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

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

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 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

Water distribution system design is a challenging optimisation problem with a high number of search dimensions and constraints. In this way, Evolutionary Algorithms (EAs) have been widely applied to optimise WDS to minimise cost subject…

Neural and Evolutionary Computing · Computer Science 2019-09-12 Mehdi Neshat , Bradley Alexander , Angus Simpson

Bilinear matrix inequality (BMI) problems in system and control designs are investigated in this paper. A solution method of reduction of variables (MRVs) is proposed. This method consists of a principle of variable classification, a…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Wei-Yu Chiu

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

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 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

The performance of deep neural networks, such as Deep Belief Networks formed by Restricted Boltzmann Machines (RBMs), strongly depends on their training, which is the process of adjusting their parameters. This process can be posed as an…

Neural and Evolutionary Computing · Computer Science 2019-07-16 S. Ivvan Valdez , Alfonso Rojas-Domínguez

We present a novel black box optimization algorithm called Hessian Estimation Evolution Strategy. The algorithm updates the covariance matrix of its sampling distribution by directly estimating the curvature of the objective function. This…

Machine Learning · Computer Science 2020-06-11 Tobias Glasmachers , Oswin Krause

When faced with a specific optimization problem, choosing which algorithm to use is always a tough task. Not only is there a vast variety of algorithms to select from, but these algorithms often are controlled by many hyperparameters, which…

Neural and Evolutionary Computing · Computer Science 2020-01-07 Diederick Vermetten , Hao Wang , Carola Doerr , Thomas Bäck

The design of binary error-correcting codes is a challenging optimization problem with several applications in telecommunications and storage, which has also been addressed with metaheuristic techniques and evolutionary algorithms. Still,…

Neural and Evolutionary Computing · Computer Science 2022-11-22 Claude Carlet , Luca Mariot , Luca Manzoni , Stjepan Picek

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