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Soft Computing

, Volume 17, Issue 6, pp 1031–1046 | Cite as

Computational results for an automatically tuned CMA-ES with increasing population size on the CEC’05 benchmark set

  • Tianjun Liao
  • Marco A. Montes de Oca
  • Thomas Stützle
Methodologies and Application

Abstract

In this article, we apply an automatic algorithm configuration tool to improve the performance of the CMA-ES algorithm with increasing population size (iCMA-ES), the best performing algorithm on the CEC’05 benchmark set for continuous function optimization. In particular, we consider a separation between tuning and test sets and, thus, tune iCMA-ES on a different set of functions than the ones of the CEC’05 benchmark set. Our experimental results show that the tuned iCMA-ES improves significantly over the default version of iCMA-ES. Furthermore, we provide some further analyses on the impact of the modified parameter settings on iCMA-ES performance and a comparison with recent results of algorithms that use CMA-ES as a subordinate local search.

Keywords

Automatic algorithm configuration CMA-ES Continuous optimization 

Notes

Acknowledgments

The authors would like to thank Dr. Nikolaus Hansen for making publicly available the iCMA-ES codes. The authors also would like to thank Dr. Daniel Molina and Dr. Christian L. Müller for their updated results of MA-LSch-CMA and PS-CMA-ES on the CEC’05 benchmark function suite (taken from Liao et al. (2011a)). This work was supported by the Meta-X project funded by the Scientific Research Directorate of the French Community of Belgium. Thomas Stützle acknowledges support from the Belgian F.R.S.-FNRS, of which he is a Research Associate. Tianjun Liao acknowledges a fellowship from the China Scholarship Council.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Tianjun Liao
    • 1
  • Marco A. Montes de Oca
    • 2
  • Thomas Stützle
    • 1
  1. 1.IRIDIA, CoDEUniversité Libre de BruxellesBrusselsBelgium
  2. 2.Department of Mathematical SciencesUniversity of DelawareNewarkUSA

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