Alternative restart strategies for CMA-ES

  • Authors:
  • Ilya Loshchilov;Marc Schoenauer;Michèle Sebag

  • Affiliations:
  • TAO Project-team, INRIA Saclay - Île-de, France,Laboratoire de Recherche en Informatique (UMR CNRS 8623), Université Paris-Sud, Orsay Cedex, France;TAO Project-team, INRIA Saclay - Île-de, France,Laboratoire de Recherche en Informatique (UMR CNRS 8623), Université Paris-Sud, Orsay Cedex, France;Laboratoire de Recherche en Informatique (UMR CNRS 8623), Université Paris-Sud, Orsay Cedex, France,TAO Project-team, INRIA Saclay - Île-de, France

  • Venue:
  • PPSN'12 Proceedings of the 12th international conference on Parallel Problem Solving from Nature - Volume Part I
  • Year:
  • 2012

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Abstract

This paper focuses on the restart strategy of CMA-ES on multi-modal functions. A first alternative strategy proceeds by decreasing the initial step-size of the mutation while doubling the population size at each restart. A second strategy adaptively allocates the computational budget among the restart settings in the BIPOP scheme. Both restart strategies are validated on the BBOB benchmark; their generality is also demonstrated on an independent real-world problem suite related to spacecraft trajectory optimization.