Particle Swarm CMA Evolution Strategy for the optimization of multi-funnel landscapes

@article{Mller2009ParticleSC,
  title={Particle Swarm CMA Evolution Strategy for the optimization of multi-funnel landscapes},
  author={Christian L. M{\"u}ller and Benedikt Baumgartner and Ivo F. Sbalzarini},
  journal={2009 IEEE Congress on Evolutionary Computation},
  year={2009},
  pages={2685-2692}
}
We extend the Evolution Strategy with Covariance Matrix Adaptation (CMA-ES) by collaborative concepts from Particle Swarm Optimization (PSO). The proposed Particle Swarm CMA-ES (PS-CMA-ES) algorithm is a hybrid real-parameter algorithm that combines the robust local search performance of CMA-ES with the global exploration power of PSO using multiple CMA-ES instances to explore different parts of the search space in parallel. Swarm intelligence is introduced by considering individual CMA-ES… CONTINUE READING

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