Solving of optimisation problem with evolutionary algorithm (LM-CMA-ES)

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Limited-Memory CMA-ES (LM-CMA-ES)  is a variation of CMA-ES which has been tailored for large-scale optimisation with limited memory. As a warm up here, I have used this algorithm to solve the min point of the following function:

$$ z= -( 4 \times  e^{- ( (x-4)^2 +(y-4)^2 ) }+ 2 \times e^{- ( (x-2)^2 +(y-2)^2 ) } )$$

The function has the following shape (all images are svg so you have unlimited zoom):

$$ z= -( 4 \times e^{- ( (x-4)^2 +(y-4)^2 ) }+ 2 \times e^{- ( (x-2)^2 +(y-2)^2 ) } )$$

$$ z= -( 4 \times e^{- ( (x-4)^2 +(y-4)^2 ) }+ 2 \times e^{- ( (x-2)^2 +(y-2)^2 ) } )$$

and the result was what  you exactly expect, here the green line show you the path that algorithm taken to reach the min point:

Path traversed with Limited-Memory CMA-ES (LM-CMA-ES) algorithm to reach the minimum of the function.

code is available at my GitHub.

References: 1,2.

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