Benchmarking CMA-ES with Basic Integer Handling on a Mixed-Integer Test Problem Suite
PROCEEDINGS OF THE 2023 GENETIC AND EVOLUTIONARY COMPUTATION CONFERENCE COMPANION, GECCO 2023 COMPANION(2023)
摘要
We compare the performances of one implementation of CMA-ES (pycma version 3.3.0) for optimizing functions with both continuous and integer variables. The implementation incorporates a lower bound on the variance along the integer coordinates to keep the optimization from stalling. This benchmark will serve as a baseline for further works on pycma. Results show substantial improvement since the last benchmarked version of pycma. Also this implementation is competitive with other mixed integer algorithms.
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关键词
Benchmarking,Black-box optimization,Mixed-integer optimization
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