Covariance Matrix Adaptation Evolution Strategy (CMA-ES)

The CMA-ES algorithm

TODO

Octave/Matlab

An external Octave (Matlab) implementation is available there: https://homepages.fhv.at/hgb/downloads/cma-es.oct.

Mathematica

An external Mathematica implementation is available there: https://homepages.fhv.at/hgb/downloads/cma-es.mat.