Thanks that's quite interesting. Your results of seeing higher startup costs definitely mirror my experience. When I need constraints on CMA-ES for real world

Thanks that's quite interesting. Your results of seeing higher startup costs definitely mirror my experience. When I need constraints on CMA-ES for real world stuff I've been using a simple equation to map the output of the parameters before using them: y = a + (b - a)*(1 - cos(pi * x / 10)) / 2 Where a is min, b is max and x is the unconstrained input value. (I saw some random paper recommending this years ago and have been using it ever since). If I get a chance today I'll try and run your code and play around a bit. Really cool stuff!