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The amount of hydrocarbon recovered can be considerably increased by finding optimal placement of non-conventional wells. For that purpose, the use of optimization algorithms, where the objective function is evaluated using a reservoir simulator, is needed. Furthermore, for complex reservoir geologies with high heterogeneities, the optimization problem requires algorithms able to cope with the non-regularity of the objective function. In this paper, we propose an optimization methodology for determining optimal well locations and trajectories based on the covariance matrix adaptation evolution strategy (CMA-ES) which is recognized as one of the most powerful derivative-free optimizers for continuous optimization. In addition, to improve the optimization procedure, two new techniques are proposed: (a) adaptive penalization with rejection in order to handle well placement constraints and (b) incorporation …