Alternative Restart Strategies for CMA-ES

Ilya Loshchilov; Marc Schoenauer; Michèle Sebag

hal-00713415, version 1

Alternative Restart Strategies for CMA-ES

Ilya Loshchilov (, ) ¹, Marc Schoenauer (, ) ^1, 2, Michèle Sebag (, ) ^1, 3

Parallel Problem Solving From Nature (2012)

Résumé : This paper focuses on the restart strategy of CMA-ES on multi-modal functions. A first alternative strategy proceeds by decreasing the initial step-size of the mutation while doubling the population size at each restart. A second strategy adaptively allocates the computational budget among the restart settings in the BIPOP scheme. Both restart strategies are validated on the BBOB benchmark; their generality is also demonstrated on an independent real-world problem suite related to spacecraft trajectory optimization.

1 : TAO (INRIA Saclay - Ile de France)
INRIA – CNRS : UMR8623 – Université Paris XI - Paris Sud
2 : Microsoft Research - Inria Joint Centre (MSR - INRIA)
INRIA – Microsoft – Microsoft Research Laboratory Cambridge
3 : Laboratoire de Recherche en Informatique (LRI)
CNRS : UMR8623 – Université Paris XI - Paris Sud

hal-00713415, version 1
http://hal.inria.fr/hal-00713415
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Contributeur : Loshchilov Ilya <>
Soumis le : Dimanche 1 Juillet 2012, 06:46:07
Dernière modification le : Dimanche 1 Juillet 2012, 15:50:26

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