14 lines
548 B
Plaintext
14 lines
548 B
Plaintext
CMA-ES, Covariance Matrix Adaptation Evolution Strategy for non-linear numerical
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optimization in Python
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a stochastic numerical optimization algorithm for difficult (non-convex,
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ill-conditioned, multimodal) optimization problems in continuous search
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spaces, implemented in Python.
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Typical domain of application are objective functions with:
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search space dimension between 5 and 100,
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at least about 100 times dimension function evaluations needed to get
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satisfactory solutions, non-separable, ill-conditioned, or rugged/multi-modal
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landscapes
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