CMA-ES-optimization

  包括优化算法源程序及算法原理介绍。自适应协方差矩阵进化策略，一种2000年左右发展起来的新优化算法，简称CMA-ES，最近十几年得到了学术界的广泛关注，非常有应用前景。这是一种黑箱子优化算法，可以再程序末自己定义优化函数，也可以调用外部程序（如有限元等）进行计算，然后提取优化函数的解。该优化算法在各种变量维度下的表现优于蚁群算法、粒子群算法，有较好的收敛性，这归功于其严谨的数学表达。(Covariance matrix adaptation evolution strategy, about one kind of new optimization algorithms developed in 2000, referred to as CMA-ES, the last ten years has been widespread concern in academic circles, very prospect. This is a black box optimization algorithm, you can then define their own optimization program at the end of the function, you can also call an external program (such as finite element, etc.) are calculated, and then extract the optimal solution function. The optimization algorithm in a variety of variable dimensions outperformed ant colony algorithm, particle swarm optimization, better convergence, thanks to its rigorous mathematical expression.)

2011 The CMA Evolution Strategy A Tutorial.pdf,621043,2014-07-15
cmaes3.m,120232,2014-04-15