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):

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

code is available at my GitHub.