• A Computational Efficient (1+1)-CMA-ES
  • ask-and-tell interface via CholeskyElitistES
  • direct interface via fmin
• A (1+1)-CMA-ES for constrained optimisation
  • ask-and-tell interface via ActiveElitistES
  • direct interface via fmin_con
• Test problems with display utilities
• A second version of the (1+1)-CMA-ES for constrained optimisation with a faster update and an explanatory report
  • ask-and-tell interface via FastActiveElitistES
  • report "Fast_update.pdf"

Everything implemented with Python and NumPy.

1. Igel, C., Suttorp, T. & Hansen, N. A Computational Efficient Covariance Matrix Update and a (1+1)-CMA for Evolution Strategies. in Proceedings of the eighth international conference on Genetic and evolutionary computation conference - GECCO ’06 (ACM Press, 2006)

2. Arnold, D. V. & Hansen, N. A (1+1)-CMA-ES for constrained optimisation. in Proceedings of the fourteenth international conference on Genetic and evolutionary computation conference - GECCO ’12 297 (ACM Press, 2012). doi:10.1145/2330163.2330207.