Reducing the Time Complexity of the Derandomized Evolution Strategy with Covariance Matrix Adaptation (CMA-ES)

Hansen, Nikolaus; D. Müller, Sibylle; Koumoutsakos, Petros

doi:10.1162/106365603321828970

Public

Reducing the Time Complexity of the Derandomized Evolution Strategy with Covariance Matrix Adaptation (CMA-ES)

Published in Evolutionary Computation • Mar 1, 2003

Authors:

Nikolaus Hansen

Sibylle D. Müller

Petros Koumoutsakos

Abstract

This paper presents a novel evolutionary optimization strategy based on the derandomized evolution strategy with covariance matrix adaptation (CMA-ES). This new approach is intended to reduce the number of generations required for convergence to the optimum. Reducing the number of generations, i.e.,...

Subject

CMA-ES

Evolution strategy

Covariance matrix

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