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Preprints, Working Papers, ... Year : 2005

The CMA Evolution Strategy: A Tutorial

Nikolaus Hansen


This tutorial introduces the CMA Evolution Strategy (ES), where CMA stands for Covariance Matrix Adaptation. The CMA-ES is a stochastic, or randomized, method for real-parameter (continuous domain) optimization of non-linear, non-convex functions. We try to motivate and derive the algorithm from intuitive concepts and from requirements of non-linear, non-convex search in continuous domain.
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hal-01297037 , version 1 (01-04-2016)
hal-01297037 , version 2 (09-03-2023)



Nikolaus Hansen. The CMA Evolution Strategy: A Tutorial. 2005. ⟨hal-01297037v2⟩
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