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Benchmarking CMA-ES with margin on the bbob-mixint testbed

Published: 19 July 2022 Publication History

Abstract

The CMA-ES with Margin (CMA-ESwM) is a CMA-ES variant recently proposed for mixed-integer black-box optimization (MI-BBO), which introduces a lower bound on the marginal probability associated with integer variables. The CMA-ESwM shows promising performance compared to existing methods on simple benchmark functions. However, its performance has not been comprehensively investigated in other function classes, such as multimodal ones. In this work, we investigate the performance of the CMA-ESwM on the bbob-mixint testbed that includes problems of various properties for MI-BBO. The experimental results show that the CMA-ESwM outperforms the other MI-BBO methods at higher dimensions. The performance at low dimensions is competitive with the comparative methods.

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Cited By

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  • (2024)Benchmarking Parameter Control Methods in Differential Evolution for Mixed-Integer Black-Box OptimizationProceedings of the Genetic and Evolutionary Computation Conference10.1145/3638529.3654019(712-721)Online publication date: 14-Jul-2024
  • (2024)LB+IC-CMA-ES: Two Simple Modifications of CMA-ES to Handle Mixed-Integer ProblemsParallel Problem Solving from Nature – PPSN XVIII10.1007/978-3-031-70068-2_18(284-299)Online publication date: 7-Sep-2024
  • (2023)Benchmarking CMA-ES with Basic Integer Handling on a Mixed-Integer Test Problem SuiteProceedings of the Companion Conference on Genetic and Evolutionary Computation10.1145/3583133.3596411(1628-1635)Online publication date: 15-Jul-2023
  • Show More Cited By

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    cover image ACM Conferences
    GECCO '22: Proceedings of the Genetic and Evolutionary Computation Conference Companion
    July 2022
    2395 pages
    ISBN:9781450392686
    DOI:10.1145/3520304
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    Published: 19 July 2022

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    Author Tags

    1. benchmarking
    2. black-box optimization
    3. covariance matrix adaptation evolution strategy
    4. mixed-integer optimization

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    View all
    • (2024)Benchmarking Parameter Control Methods in Differential Evolution for Mixed-Integer Black-Box OptimizationProceedings of the Genetic and Evolutionary Computation Conference10.1145/3638529.3654019(712-721)Online publication date: 14-Jul-2024
    • (2024)LB+IC-CMA-ES: Two Simple Modifications of CMA-ES to Handle Mixed-Integer ProblemsParallel Problem Solving from Nature – PPSN XVIII10.1007/978-3-031-70068-2_18(284-299)Online publication date: 7-Sep-2024
    • (2023)Benchmarking CMA-ES with Basic Integer Handling on a Mixed-Integer Test Problem SuiteProceedings of the Companion Conference on Genetic and Evolutionary Computation10.1145/3583133.3596411(1628-1635)Online publication date: 15-Jul-2023
    • (2023)When to be Discrete: Analyzing Algorithm Performance on Discretized Continuous ProblemsProceedings of the Genetic and Evolutionary Computation Conference10.1145/3583131.3590410(856-863)Online publication date: 15-Jul-2023

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