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Reports (Research Report) Year : 2011

A CMA-ES for Mixed-Integer Nonlinear Optimization

Abstract

We propose a modification of CMA-ES for the application to mixed-integer problems. The modification is comparatively small. First, integer variables with too a small variation undergo an additional integer mutation. This mutation is also used for updating the distribution mean but disregarded in the update of covariance matrix and step-size. Second, integer variables with too a small variation are disregarded in the global step-size update alltogether. This prevents random fluctuations of the step-size.
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Dates and versions

inria-00629689 , version 1 (19-10-2011)

Identifiers

  • HAL Id : inria-00629689 , version 1

Cite

Nikolaus Hansen. A CMA-ES for Mixed-Integer Nonlinear Optimization. [Research Report] RR-7751, INRIA. 2011. ⟨inria-00629689⟩
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