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Conference Papers Year : 2023

Benchmarking CMA-ES with Basic Integer Handling on a Mixed-Integer Test Problem Suite

Yann Semet
Anne Auger
  • Function : Author
  • PersonId : 751513
  • IdHAL : anne-auger
Nikolaus Hansen

Abstract

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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hal-04404108 , version 1 (24-01-2024)

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Tristan Marty, Yann Semet, Anne Auger, Sébastien Héron, Nikolaus Hansen. Benchmarking CMA-ES with Basic Integer Handling on a Mixed-Integer Test Problem Suite. GECCO 2023 Companion - Companion Conference on Genetic and Evolutionary Computation, Jul 2023, Lisbon, Portugal. pp.1628-1635, ⟨10.1145/3583133.3596411⟩. ⟨hal-04404108⟩
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