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A covariance matrix adaptation evolution strategy variant and its engineering application.
Yajun Liang
Xiaofei Wang
Hui Zhao
Tong Han
Zhenglei Wei
Yintong Li
Published in:
Appl. Soft Comput. (2019)
Keyphrases
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covariance matrix
cma es
evolution strategy
covariance matrices
evolutionary algorithm
principal component analysis
differential evolution
estimation error
correlation matrix
objective function
eigendecomposition
geometrical interpretation