suite = 'bbob', funcId = 11, 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_f11/bbobexp_f11_DIM2_i2.dat, 4:464|3.1e-09, 93:416|6.8e-10, 97:446|5.1e-09
suite = 'bbob', funcId = 11, 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_f11/bbobexp_f11_DIM3_i2.dat, 4:793|8.4e-09, 93:723|1.1e-09, 97:709|6.1e-09
suite = 'bbob', funcId = 11, 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_f11/bbobexp_f11_DIM5_i2.dat, 4:1394|7.2e-09, 93:1458|2.8e-09, 97:1330|4.5e-09
suite = 'bbob', funcId = 11, 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_f11/bbobexp_f11_DIM10_i2.dat, 4:3052|5.0e-09, 93:3202|6.4e-09, 97:3422|3.5e-09
suite = 'bbob', funcId = 11, 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_f11/bbobexp_f11_DIM20_i2.dat, 4:7730|4.4e-09, 93:7694|4.7e-09, 97:7646|6.0e-09
suite = 'bbob', funcId = 11, 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_f11/bbobexp_f11_DIM40_i2.dat, 4:21017|6.1e-09, 93:21122|6.1e-09, 97:20597|7.1e-09