Youhei Akimoto

dd-RCMA-ES: CMA-ES with Projection-Based Restricted Covariance Matrix Adaptation for High-Dimensional Problems

This paper addresses the computational challenges of the covariance matrix adaptation evolution strategy (CMA-ES) in high-dimensional optimization of an objective function \(f:\mathbb{R}^{n}\to\mathbb{R}\) where \(n\gg 100\) , particularly for problems exhibiting sparse-sensitivi...