user:algorithm:cmaes [Promethee]

Covariance Matrix Adapting Evolutionary Strategy for optimization

Description

Single objective optimization using a CMA-ES. The following parameters are available for fine tuning of the algorithm selected:The resulting analysis is the following:(blue points are representing lowest values, red ones are highest values)

Sources

References

  • Hansen, N. (2006). The CMA Evolution Strategy: A Comparing Review. In J.A. Lozano, P. Larranga, I. Inza and E. Bengoetxea (eds.). Towards a new evolutionary computation. Advances in estimation of distribution algorithms. pp. 75-102, Springer.

Implementation

This optimization algorithm is wrapped from the [R] CMA-ES package.

Installation

  • copy in “Promethee_Install_Path/plugins/doe” directory,
  • restart Promethee GUI.
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