Covariance Matrix Adaptation Evolution Strategy
Participant : Nikolaus Hansen [ correspondent ] .
The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is one of the most powerful continuous domain evolutionary algorithms. The CMA-ES is considered state-of-the-art in continuous domain evolutionary computation(H.-G. Beyer (2007). Evolution Strategies, Scholarpedia , page 1965.) and has been shown to be highly competitive on different problem classes. The algorithm is widely used in research and industry as witnessed by more than a hundred published applications. We provide source code for the CMA-ES in C, Java, Matlab, Octave, Python, and Scilab including the latest variants of the algorithm.