Variations and Extensions
The (1+1)-CMA-ES generates only one candidate solution per iteration step which becomes the new distribution mean if it is better than the current mean. For the (1+1)-CMA-ES is a close variant of Gaussian adaptation. Some Natural Evolution Strategies are close variants of the CMA-ES with specific parameter settings. Natural Evolution Strategies do not utilize evolution paths (that means in CMA-ES setting ) and they formalize the update of variances and covariances on a Cholesky factor instead of a covariance matrix. The CMA-ES has also been extended to multiobjective optimization as MO-CMA-ES. Another remarkable extension has been the addition of a negative update of the covariance matrix with the so-called active CMA.
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