Steady-state selection and efficient covariance matrix update in the multi-objective CMA-ES

  • Authors:
  • Christian Igel;Thorsten Suttorp;Nikolaus Hansen

  • Affiliations:
  • Institut für Neuroinformatik, Ruhr-Universität Bochum, Bochum, Germany;Institut für Neuroinformatik, Ruhr-Universität Bochum, Bochum, Germany;Institute of Computational Science, ETH Zurich, Zurich, Switzerland

  • Venue:
  • EMO'07 Proceedings of the 4th international conference on Evolutionary multi-criterion optimization
  • Year:
  • 2007

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Abstract

The multi-objective covariance matrix adaptation evolution strategy (MO-CMA-ES) combines a mutation operator that adapts its search distribution to the underlying optimization problem with multicriteria selection. Here, a generational and two steady-state selection schemes for the MO-CMA-ES are compared. Further, a recently proposed method for computationally efficient adaptation of the search distribution is evaluated in the context of the MO-CMA-ES.