Asynchronous Parallel (1+1)-CMA-ES for Constrained Global Optimisation
Thomas Philip Rúnarsson · 2014
The global search performance of an asynchrounous parallel (1+1) evolution strategy using the full covariance matrix adaptation for constrained optimization is presented. Although the (1+1)-CMA-ES may be a poor global optimizer it will be shown that within this parallel framework the global search performance can be enhanced significantly. This is achieved even when all individual (1+1) strategies use the same initial search point. The focus will be on constrained global optimization using a recently developed (1+1) evolution strategy for this purpose.