Adding Crossover to CMA-ES
In GCMA-ES we introduced a new optimization algorithm and applied it to different real world problems Around the World in Eighty Days and GTOC1 today . Not only are these problems related to a real world tasks - space flight planning - we validated the optimization results by using them as basis for further optimization using a more detailed model of reality: continous low thrust. Using a genetic crossover operation in the context of a CMA-ES retry mechanism feels quite natural so we are probably not the first ones exploring this idea. But the devil is in the details: How to define the crossover operation How to select ancestors for crossover How to parameterize the CMA-ES runs Here we will present more details together with some thoughts about metaparameter optimization. We are aware that the notion G-CMA-ES exists in some early CMA-ES papers in a different context, but we think nevertheless Genetic CMA-ES (GCMA-ES) is a good name for this retry approach...