LB+IC-CMA-ES: Two Simple Modifications of CMA-ES to Handle Mixed-Integer Problems - Inria - Institut national de recherche en sciences et technologies du numérique
Communication Dans Un Congrès Année : 2024

LB+IC-CMA-ES: Two Simple Modifications of CMA-ES to Handle Mixed-Integer Problems

Nikolaus Hansen
Anne Auger
Yann Semet

Résumé

We present LB+IC-CMA-ES, a variant of CMA-ES that handles mixed-integer problems. The algorithm uses two simple mechanisms to handle integer variables: (i) a lower bound (LB) on the variance of integer variables and (ii) integer centering (IC) of variables to their domain middle depending on their value. After presenting the algorithm, we evaluate the different variants ensuing from these modifications on the BBOB mixed-integer testbed and compare the performance with the recently introduced CMA-ES with margin.

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hal-04740412 , version 1 (16-10-2024)

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Tristan Marty, Nikolaus Hansen, Anne Auger, Yann Semet, Sébastien Héron. LB+IC-CMA-ES: Two Simple Modifications of CMA-ES to Handle Mixed-Integer Problems. Parallel Problem Solving from Nature — PPSN XVIII, 18th International Conference, Sep 2024, Hagenberg, Austria. pp.284-299, ⟨10.1007/978-3-031-70068-2_18⟩. ⟨hal-04740412⟩
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