Talk:CMA-ES

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Mathematics Mid‑priority

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Edit to the MATLAB implementation

Latest comment: 11 years ago1 comment1 person in discussion

I've changed the MATLAB implementation slightly. When calculating cmu, we must enforce the constraint cmu <= 1 - c1. This is mentioned in the CMA tutorial by Hansen (page 3, also formula 49 on page 27) and it's in Hansen's latest implementation of purecmaes.m. I have tested this myself, and I'm getting better results when enforcing this constraint when testing on the Rastrigin function. Wiikipedia wii man (talk) 20:17, 1 February 2013 (UTC)Reply