inria-00629689, version 1
A CMA-ES for Mixed-Integer Nonlinear Optimization
Nikolaus Hansen
1, 2, 3
N° RR-7751 (2011)
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.
- 1: TAO (INRIA Saclay - Ile de France)
- INRIA – CNRS : UMR8623 – Université Paris XI - Paris Sud
- 2: Laboratoire de Recherche en Informatique (LRI)
- CNRS : UMR8623 – Université Paris XI - Paris Sud
- 3: Microsoft Research - Inria Joint Centre (MSR - INRIA)
- INRIA – Microsoft – Microsoft Research Laboratory Cambridge
- Domain : Computer Science/Learning
- Internal note : RR-7751
- inria-00629689, version 1
- http://hal.inria.fr/inria-00629689
- oai:hal.inria.fr:inria-00629689
- From: Nikolaus Hansen
- Submitted on: Wednesday, 19 October 2011 01:02:21
- Updated on: Wednesday, 19 October 2011 08:58:06






Associated documents
Export