An adaptive penalty based covariance matrix adaptation-evolution strategy.
Ali Osman KusakciMehmet CanPublished in: Comput. Oper. Res. (2013)
Keyphrases
- cma es
- evolution strategy
- covariance matrix
- evolutionary algorithm
- objective function
- differential evolution
- covariance matrices
- genetic algorithm
- principal component analysis
- sample size
- mahalanobis distance
- gaussian mixture
- pseudo inverse
- multi objective
- optimization methods
- global search
- positive definite
- eigenvalues and eigenvectors
- computational complexity
- genetic operators
- multivariate gaussian
- optimization algorithm