Tutorial CMA-ES: evolution strategies and covariance matrix adaptation

1 Problem Statement Black Box Optimization and Its Difficulties Non-Separable Problems Ill-Conditioned Problems 2 Evolution Strategies A Search Template The Normal Distribution Invariance 3 Step-Size Control Why Step-Size Control One-Fifth Success Rule Path Length Control (CSA) 4 Covariance Matrix Adaptation Covariance Matrix Rank-One Update Cumulation—the Evolution Path Covariance Matrix Rank-μ Update 5 CMA-ES Summary 6 Theoretical Foundations 7 Comparing Experiments 8 Summary and Final Remarks