A CMA-ES super-fit scheme for the re-sampled inheritance search

The super-fit scheme, consisting of injecting an individual with high fitness into the initial population of an algorithm, has shown to be a simple and effective way to enhance the algorithmic performance of the population-based algorithm. Whether the super-fit individual is based on some prior knowledge on the optimization problem or is derived from an initial step of pre-processing, e.g. a local search, this mechanism has been applied successfully in various examples of evolutionary and swarm intelligence algorithms. This paper presents an unconventional application of this super-fit scheme, where the super-fit individual is obtained by means of the Covariance Adaptation Matrix Evolution Strategy (CMA-ES), and fed to a single solution local search which perturbs iteratively each variable. Thus, compared to other super-fit schemes, the roles of super-fit individual generator and global optimizer are switched. To prevent premature convergence, the local search employs a re-sampling mec...

The super-fit scheme, consisting of injecting an individual with high fitness into the initial population of an algorithm, has shown to be a simple and effective way to enhance the algorithmic performance of the population-based algorithm. Whether the super-fit individual is based on some prior knowledge on the optimization problem or is derived from an initial step of pre-processing, e.g. a local search, this mechanism has been applied successfully in various examples of evolutionary and swarm intelligence algorithms. This paper presents an unconventional application of this super-fit scheme, where the super-fit individual is obtained by means of the Covariance Adaptation Matrix Evolution Strategy (CMA-ES), and fed to a single solution local search which perturbs iteratively each variable. Thus, compared to other super-fit schemes, the roles of super-fit individual generator and global optimizer are switched. To prevent premature convergence, the local search employs a re-sampling mechanism which inherits parts of the best individual while randomly sampling the remaining variables. We refer to such local search as Re-sampled Inheritance Search (RIS). Tested on the CEC 2013 optimization benchmark, the proposed algorithm, named CMA-ES-RIS, displays a respectable performance and a good balance between exploration and exploitation, resulting into a versatile and robust optimization tool.