ICSPEA is a novel multi-objective evolutionary algorithm which integrates aspects from the powerful variation operators of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) and the well proven multi-objective Strength Pareto Evaluation Scheme of the SPEA 2. The CMA-ES has already shown excellent performance on various kinds of complex single-objective problems. The evaluation scheme of the SPEA 2 selects individuals with respect to their current position in the objective space using a scalar index in order to form proper Pareto front approximations. These indices can be used by the CMA-part of ICSPEA for learning and guiding the search towards better Pareto front approximations. The ICSPEA is applied to complex benchmark functions such as an extended n-dimensional Schaffer’s function or Quagliarella’s problem. The results show that the CMA operator allows ICSPEA to find the Pareto set of the generalised Schaffer’s function faster than SPEA 2. Furthermore, this conc...