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arXiv · 1207.0206

Alternative Restart Strategies for CMA-ES

Ilya Loshchilov·Marc Schoenauer·Michèle Sebag
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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.

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Ilya Loshchilov, Marc Schoenauer, Michèle Sebag. 2012-07-01. Alternative Restart Strategies for CMA-ES. https://arxiv.org/abs/1207.0206

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