The CMA Evolution Strategy: A Tutorial

This tutorial introduces the CMA Evolution Strategy (ES), where CMA stands\nfor Covariance Matrix Adaptation. The CMA-ES is a stochastic, or randomized,\nmethod for real-parameter (continuous domain) optimization of non-linear,\nnon-convex functions. We try to motivate and derive the algorithm from\nintuitive concepts and from requirements of non-linear, non-convex search in\ncontinuous domain.\n