Evaluating the CMA Evolution Strategy on Multimodal Test Functions

@inproceedings{Hansen2004EvaluatingTC,
  title={Evaluating the CMA Evolution Strategy on Multimodal Test Functions},
  author={Nikolaus Hansen and Stefan Kern},
  booktitle={PPSN},
  year={2004}
}
In this paper the performance of the CMA evolution strategy with rank-μ-update and weighted recombination is empirically investigated on eight multimodal test functions. In particular the effect of the population size λ on the performance is investigated. Increasing the population size remarkably improves the performance on six of the eight test functions. The optimal population size takes a wide range of values, but, with one exception, scales sub-linearly with the problem dimension. The… CONTINUE READING
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