suite = 'bbob', funcId = 7, DIM = 2, Precision = 1.000e-08, algId = 'cd-CMA-ES', coco_version = '', logger = 'bbob', data_format = 'bbob-new2'
% cd-CMA-ES: continuously differentiable CMA-ES variant without cumulation for the covariance matrix as benchmarked by A. Gissler in his BBOB-2023 paper
data_f7/bbobexp_f7_DIM2_i2.dat, 4:206|2.3e-09, 93:218|6.1e-09, 97:164|1.3e-09
suite = 'bbob', funcId = 7, DIM = 3, Precision = 1.000e-08, algId = 'cd-CMA-ES', coco_version = '', logger = 'bbob', data_format = 'bbob-new2'
% cd-CMA-ES: continuously differentiable CMA-ES variant without cumulation for the covariance matrix as benchmarked by A. Gissler in his BBOB-2023 paper
data_f7/bbobexp_f7_DIM3_i2.dat, 4:857|7.8e-09, 93:752|6.6e-10, 97:331|6.1e-09
suite = 'bbob', funcId = 7, DIM = 5, Precision = 1.000e-08, algId = 'cd-CMA-ES', coco_version = '', logger = 'bbob', data_format = 'bbob-new2'
% cd-CMA-ES: continuously differentiable CMA-ES variant without cumulation for the covariance matrix as benchmarked by A. Gissler in his BBOB-2023 paper
data_f7/bbobexp_f7_DIM5_i2.dat, 4:1243|9.7e-10, 93:514|7.7e-13, 97:578|2.7e-09
suite = 'bbob', funcId = 7, DIM = 10, Precision = 1.000e-08, algId = 'cd-CMA-ES', coco_version = '', logger = 'bbob', data_format = 'bbob-new2'
% cd-CMA-ES: continuously differentiable CMA-ES variant without cumulation for the covariance matrix as benchmarked by A. Gissler in his BBOB-2023 paper
data_f7/bbobexp_f7_DIM10_i2.dat, 4:3573|3.6e-09, 93:1532|2.6e-09, 97:2833|7.6e-09
suite = 'bbob', funcId = 7, DIM = 20, Precision = 1.000e-08, algId = 'cd-CMA-ES', coco_version = '', logger = 'bbob', data_format = 'bbob-new2'
% cd-CMA-ES: continuously differentiable CMA-ES variant without cumulation for the covariance matrix as benchmarked by A. Gissler in his BBOB-2023 paper
data_f7/bbobexp_f7_DIM20_i2.dat, 4:7359|6.9e-09, 93:12700|9.9e-09, 97:13948|1.5e-09
suite = 'bbob', funcId = 7, DIM = 40, Precision = 1.000e-08, algId = 'cd-CMA-ES', coco_version = '', logger = 'bbob', data_format = 'bbob-new2'
% cd-CMA-ES: continuously differentiable CMA-ES variant without cumulation for the covariance matrix as benchmarked by A. Gissler in his BBOB-2023 paper
data_f7/bbobexp_f7_DIM40_i2.dat, 4:106686|2.8e-09, 93:103641|6.3e-09, 97:110106|6.4e-09