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

Published: 24 July 2023 Publication History

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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A Auger and N. Hansen. 2005. A restart CMA evolution strategy with increasing population size. In 2005 IEEE Congress on Evolutionary Computation, Vol. 2. 1769--1776 Vol. 2.
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Ryoki Hamano, Shota Saito, Masahiro Nomura, and Shinichi Shirakawa. 2022. Benchmarking CMA-ES with Margin on the Bbob-Mixint Testbed. In Proceedings of the Genetic and Evolutionary Computation Conference Companion (GECCO '22). Association for Computing Machinery, New York, NY, USA, 1708--1716.
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Ryoki Hamano, Shota Saito, Masahiro Nomura, and Shinichi Shirakawa. 2022. CMA-ES with margin: lower-bounding marginal probability for mixed-integer black-box optimization. Proceedings of the Genetic and Evolutionary Computation Conference (2022).
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Nikolaus Hansen. 2011. A CMA-ES for Mixed-Integer Nonlinear Optimization. Research Report RR-7751. INRIA. https://hal.inria.fr/inria-00629689
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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

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

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    cover image ACM Conferences
    GECCO '23 Companion: Proceedings of the Companion Conference on Genetic and Evolutionary Computation
    July 2023
    2519 pages
    ISBN:9798400701207
    DOI:10.1145/3583133
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    Published: 24 July 2023

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    Author Tags

    1. benchmarking
    2. black-box optimization
    3. mixed-integer optimization

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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

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