Reducing the time complexity of the derandomized evolution strategy with covariance matrix adaptation (CMA-ES)

Evolutionary Computation

Volumn 11, Issue 1, 2003, Pages 1-18

  Hansen, Nikolaus ^a   Müller, Sibylle D ^b   Koumoutsakos, Petros ^b  

^a TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

^b ETH ZURICH   (Switzerland)

Author keywords

Covariance matrix adaptation; Derandomized self adaptation; Evolution path; Evolution strategy; Parallelization

Indexed keywords

TIME COMPLEXITY;

GLOBAL OPTIMIZATION; MATRIX ALGEBRA; QUADRATIC PROGRAMMING; STRATEGIC PLANNING;

EVOLUTIONARY ALGORITHMS;

ALGORITHM; ARTICLE; BIOLOGICAL MODEL; COMPUTER SIMULATION; EVOLUTION; POPULATION DENSITY; STATISTICAL MODEL; TIME;

ALGORITHMS; COMPUTER SIMULATION; EVOLUTION; MODELS, GENETIC; MODELS, STATISTICAL; POPULATION DENSITY; TIME FACTORS;

EID: 0042879997     PISSN: 10636560     EISSN: None     Source Type: Journal    
DOI: 10.1162/106365603321828970     Document Type: Article

References (9)

1. Bäck, T., Hammel, U., and Schwefel, H.-P. (1997). Evolutionary computation: Comments on the history and current state. IEEE Transactions on Evolutionary Computation, 1(1):3-17.
2. Beyer, H.-G. (1996). On the asymptotic behavior of multirecombinant evolution strategies. In Voigt, H.-M., Ebeling, W., Rechenberg, I., and Schwefel, H.-P., editors, Parallel Problem Solving from Nature - PPSN IV, Proceedings, pages 122-133, Berlin. Springer Verlag.
3. Beyer, H.-G. (2001). The Theory of Evolution Strategies. Natural Computing Series. Springer Verlag, Heidelberg. ISBN 3-540-67297-4.
4. Grimmett, G. and Stirzaker, D. (1998). Probability and Random Processes. Clarendon Press, Oxford. Second Edition.
5. Hansen, N. (1998). Verallgemeinerte individuelle Schrittweitenregelung in der Evolutionsstrategie. Eine Untersuchung zur entstochastisierten, koordinatensystemunabhängigen Adaptation der Mutationsverteilung. Mensch und Buch Verlag, Berlin. ISBN 3-933346-29-0.
6. I, λ)-CMA-ES. In Zimmermann, H.-J., editor, EUFIT'97, 5th Europ. Congr. on Intelligent Techniques and Soft Computing, Proceedings, pages 650-654, Aachen, Germany. Verlag Mainz.
7. Hansen, N. and Ostermeier, A. (2001). Completely derandomized self-adaptation in evolution strategies. Evolutionary Computation, 9(2):159-195.
8. Ostermeier, A. (1997). Schrittweitenadaptation in der Evolutionsstrategie mit einem entstochastisierten Ansatz. PhD thesis, Technische Universität Berlin.
9. Schwefel, H.-P. (1995). Evolution and Optimum Seeking. Sixth-Generation Computer Technology Series. John Wiley & Sons Inc., New York.