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Cited by 788

The DOI matches its Crossref record; 33 of the 33 references it cites were found in a registry or an index.

Covariance Matrix Adaptation for Multi-objective Optimization

Igel, Christian, Hansen, Nikolaus, Roth, Stefan·2007·Evolutionary Computation

Abstract

The covariancematrix adaptation evolution strategy (CMA-ES) is one of themost powerful evolutionary algorithms for real-valued single-objective optimization. In this paper, we develop a variant of the CMA-ES for multi-objective optimization (MOO). We first introduce a single-objective, elitist CMA-ES using plus-selection and step size control based on a success rule. This algorithm is compared to the standard CMA-ES. The elitist CMA-ES turns out to be slightly faster on unimodal functions, but is more prone to getting stuck in sub-optimal local minima. In the new multi-objective CMAES (MO-CMA-ES) a population of individuals that adapt their search strategy as in the elitist CMA-ES is maintained. These are subject to multi-objective selection. The selection is based on non-dominated sorting using either the crowding-distance or the contributing hypervolume as second sorting criterion. Both the elitist single-objective CMA-ES and the MO-CMA-ES inherit important invariance properties, in particular invariance against rotation of the search space, from the original CMA-ES. The benefits of the new MO-CMA-ES in comparison to the well-known NSGA-II and to NSDE, a multi-objective differential evolution algorithm, are experimentally shown.

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Metadata

Authors
Igel, C., Hansen, N., & Roth, S.
Venue
Evolutionary Computation
Published
2007-03
Volume
15
Issue
1
Pages
1-28
ISSN
  • 1063-6560 (ISSN-L)
  • 1530-9304
OpenAlex
W2160088187
Cited by
788
References
33
FWCI
33.11
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Covariance Matrix Adaptation for Multi-objective Optimization. https://app.cochat.ai/papers/10.1162/evco.2007.15.1.1
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Igel, C., Hansen, N., & Roth, S. (2007). Covariance Matrix Adaptation for Multi-objective Optimization. Evolutionary Computation. https://doi.org/10.1162/evco.2007.15.1.1

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