Alternative Restart Strategies for CMA-ES

Ilya Loshchilov^{1, 2}, Marc Schoenauer^{1, 2}, and Michèle Sebag^{2, 1}

¹TAO Project-team, INRIA Saclay - Île-de-France
Ilya.Loshchilov@inria.fr
Marc.Schoenauer@inria.fr
Michele.Sebag@inria.fr

²Laboratoire de Recherche en Informatique (UMR CNRS 8623), Université Paris-Sud, 91128, Orsay Cedex, France

Abstract. This paper focuses on the restart strategy of CMA-ES on multi-modal functions. A first alternative strategy proceeds by decreasing the initial step-size of the mutation while doubling the population size at each restart. A second strategy adaptively allocates the computational budget among the restart settings in the BIPOP scheme. Both restart strategies are validated on the BBOB benchmark; their generality is also demonstrated on an independent real-world problem suite related to spacecraft trajectory optimization.

LNCS 7491, p. 296 ff.

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