Testing Unconstrained Optimization Software
ACM Transactions on Mathematical Software (TOMS)
Evolution strategies –A comprehensive introduction
Natural Computing: an international journal
Completely Derandomized Self-Adaptation in Evolution Strategies
Evolutionary Computation
A computational efficient covariance matrix update and a (1+1)-CMA for evolution strategies
Proceedings of the 8th annual conference on Genetic and evolutionary computation
On the use of evolution strategies for optimising certain positive definite quadratic forms
Proceedings of the 9th annual conference on Genetic and evolutionary computation
Local performance of the (1 + 1)-ES in a noisy environment
IEEE Transactions on Evolutionary Computation
Not all parents are equal for MO-CMA-ES
EMO'11 Proceedings of the 6th international conference on Evolutionary multi-criterion optimization
A (1+1)-CMA-ES for constrained optimisation
Proceedings of the 14th annual conference on Genetic and evolutionary computation
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We propose a novel variant of the (1+1)-CMA-ES that updates the distribution of mutation vectors based on both successful and unsuccessful trial steps. The computational costs of the adaptation procedure are quadratic in the dimensionality of the problem, and the algorithm retains all invariance properties. Its performance on a set of standard test functions is compared with that of the original strategy that updates the distribution of mutation vectors in response to successful steps only. The new variant is not observed to be more than marginally slower on any function, and it is up to two times faster on some of the test problems.