A parallel implementation of the covariance matrix adaptation evolution strategy

28 May 2018  ·  Najeeb Khan ·

In many practical optimization problems, the derivatives of the functions to be optimized are unavailable or unreliable. Such optimization problems are solved using derivative-free optimization techniques. One of the state-of-the-art techniques for derivative-free optimization is the covariance matrix adaptation evolution strategy (CMA-ES) algorithm. However, the complexity of CMA-ES algorithm makes it undesirable for tasks where fast optimization is needed. To reduce the execution time of CMA-ES, a parallel implementation is proposed, and its performance is analyzed using the benchmark problems in PythOPT optimization environment.

PDF Abstract
No code implementations yet. Submit your code now



  Add Datasets introduced or used in this paper

Results from the Paper

  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.


No methods listed for this paper. Add relevant methods here