Algorithm with CMA-ES using LS Chains

This is a software created in C++ by Daniel Molina Cabrera daniel.molina@uca.es proposed in

D. Molina, M. Lozano, C. García-Martínez, F. Herrera, Memetic Algorithms for Continuous Optimization Based on Local Search Chains. Evolutionary Computation, 18:1 (2010) 27-63, doi: 10.1162/evco.2010.18.1.18102

How to get it -------------

The last stable version are available from the research group of the author: Soft Computing and Intelligent Information Systems http://sci2s.ugr.es/EAMHCO/

Brieftly description of the algorithm -------------------------------------

This algorithm uses a Memetic Algorithm Continuous Optimisation (MACO) model, MA with LS Chains. This model employs the concept of { LS chain} to adjust the LS intensity, assigning to each individual an LS intensity that depends on its features, by chaining different LS applications. In that model, an individual resulting from an LS invocation may later become the initial point of a subsequent LS application, adopting the final strategy parameter values achieved by the former as its initial ones. In this way, the continuous LS method may adaptively fit its strategy parameters to the particular features of the search zones, increasing the LS effort over the most promising solutions and regions.

MA-CMA-Chains is composed by:

Hansen N, Müller SD, Koumoutsakos P (2003). Reducing the time complexity of the derandomized evolution strategy with covariance matrix adaptation (CMA-ES). Evolutionary Computation, 11(1) pp. 1–18, 2003.

See the first reference to obtain a complete detailed description.

b>Install guide It is required for install the software:

gcc/g++. It has been tested with gcc version 4.4.1, but .

CMake version 2.4 or upper (it has been tested with version 2.6).

Makefile

CMake is a building software (like Makefile), and it has to be installed in conjuntion with make to compile the library.

Library realea (from http://sci2s.ugr.es/EAMHCO) was installed. MA-CMA-Chains and Libreal must be decompressed from the same directory. Thus, it must have the following structure:


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