Search Results for author: Nikolaus Hansen

Found 12 papers, 4 papers with code

Diagonal Acceleration for Covariance Matrix Adaptation Evolution Strategies

no code implementations14 May 2019 Youhei Akimoto, Nikolaus Hansen

In numerical experiments with dd-CMA-ES up to dimension 5120, we observe remarkable improvements over the original covariance matrix adaptation on functions with coordinate-wise ill-conditioning.

Uncrowded Hypervolume Improvement: COMO-CMA-ES and the Sofomore framework

no code implementations18 Apr 2019 Cheikh Touré, Nikolaus Hansen, Anne Auger, Dimo Brockhoff

We present a framework to build a multiobjective algorithm from single-objective ones.

COCO: The Large Scale Black-Box Optimization Benchmarking (bbob-largescale) Test Suite

1 code implementation15 Mar 2019 Ouassim Elhara, Konstantinos Varelas, Duc Nguyen, Tea Tusar, Dimo Brockhoff, Nikolaus Hansen, Anne Auger

The bbob-largescale test suite, containing 24 single-objective functions in continuous domain, extends the well-known single-objective noiseless bbob test suite, which has been used since 2009 in the BBOB workshop series, to large dimension.

Benchmarking

On Bi-Objective convex-quadratic problems

no code implementations1 Dec 2018 Cheikh Toure, Anne Auger, Dimo Brockhoff, Nikolaus Hansen

In this paper we analyze theoretical properties of bi-objective convex-quadratic problems.

COCO: Performance Assessment

1 code implementation11 May 2016 Nikolaus Hansen, Anne Auger, Dimo Brockhoff, Dejan Tušar, Tea Tušar

We present an any-time performance assessment for benchmarking numerical optimization algorithms in a black-box scenario, applied within the COCO benchmarking platform.

Benchmarking

Biobjective Performance Assessment with the COCO Platform

no code implementations5 May 2016 Dimo Brockhoff, Tea Tušar, Dejan Tušar, Tobias Wagner, Nikolaus Hansen, Anne Auger

This document details the rationales behind assessing the performance of numerical black-box optimizers on multi-objective problems within the COCO platform and in particular on the biobjective test suite bbob-biobj.

The CMA Evolution Strategy: A Tutorial

12 code implementations4 Apr 2016 Nikolaus Hansen

This tutorial introduces the CMA Evolution Strategy (ES), where CMA stands for Covariance Matrix Adaptation.

COCO: The Experimental Procedure

no code implementations29 Mar 2016 Nikolaus Hansen, Tea Tusar, Olaf Mersmann, Anne Auger, Dimo Brockhoff

We present a budget-free experimental setup and procedure for benchmarking numericaloptimization algorithms in a black-box scenario.

Benchmarking

Maximum Likelihood-based Online Adaptation of Hyper-parameters in CMA-ES

no code implementations10 Jun 2014 Ilya Loshchilov, Marc Schoenauer, Michèle Sebag, Nikolaus Hansen

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is widely accepted as a robust derivative-free continuous optimization algorithm for non-linear and non-convex optimization problems.

Markov Chain Analysis of Evolution Strategies on a Linear Constraint Optimization Problem

no code implementations11 Apr 2014 Alexandre Chotard, Anne Auger, Nikolaus Hansen

This paper analyses a $(1,\lambda)$-Evolution Strategy, a randomised comparison-based adaptive search algorithm, on a simple constraint optimisation problem.

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