evolution strategy – Optimization Online

Risk-Constrained MPPI Tuning with Update-Aware MA-ES Racing

Published: 2026/10/10

Constrained Nonlinear Optimization, Optimization of Simulated Systems, Optimization of Systems modeled by PDEs chance-constrained controller tuning, derivative-free line search, evolution strategy, finite-sample validation, Model Predictive Path Integral, rank uncertainty, statistical racing

We formulate offline tuning of Model Predictive Path Integral (MPPI) controllers as a chance-constrained black-box optimization problem and develop an update-aware framework based on Matrix Adaptation Evolution Strategy (MA-ES). We use statistical information from noisy controller evaluations to determine when the evolutionary update is sufficiently reliable. When the recombination direction is certified, a derivative-free nonmonotone … Read more

A Direction Adaptation Evaluation Strategy for Noisy Derivative-Free Optimization

Published: 2026/07/08

Global Optimization, Nonlinear Optimization Complexity Results, Direction Adaptation, evolution strategy, heuristic optimization, Noisy derivative-free optimization, randomized optimization

In this paper, we develop a direction adaptation evolution strategy (DAES)—a new MAES-type method—for noisy derivative-free optimization, designed to reconcile the population-based search mechanisms of evolution strategies with rigorous complexity analysis. Unlike standard MAES schemes, DAES fixes the adaptation matrix to the identity and replaces matrix adaptation with a structured direction-generation mechanism based on symmetric … Read more

Globally Convergent Evolution Strategies and CMA-ES

Published: 2012/01/29

Unconstrained Optimization covariance matrix adaptation (cma), evolution strategy, global convergence, sufficient decrease

In this paper we show how to modify a large class of evolution strategies (ES) to rigorously achieve a form of global convergence, meaning convergence to stationary points independently of the starting point. The type of ES under consideration recombine the parents by means of a weighted sum, around which the offsprings are computed by … Read more