Steady-State Selection and Efficient Covariance Matrix Update in the Multi-objective CMA-ES

The multi-objective covariance matrix adaptation evolution strategy (MO-CMA-ES) combines a mutation operator that adapts its search distribution to the underlying optimization problem with multicriteria selection. Here, a generational and two steady-state selection schemes for the MO-CMA-ES are compared. Further, a recently proposed method for computationally efficient adaptation of the search distribution is evaluated in the context of the MO-CMA-ES.

• Type: Conference
• Year: 2006
• Where: EMO
• Authors: Christian Igel, Thorsten Suttorp, Nikolaus Hansen
• Keywords: Covariance Matrix Adaptation, EMO 2006, Optimization, Search Distribution, Steady-state Selection Schemes