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inria-00629689, version 1

A CMA-ES for Mixed-Integer Nonlinear Optimization

Nikolaus Hansen () 123

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.

  • Domain : Computer Science/Learning
  • Internal note : RR-7751
 
  • inria-00629689, version 1
  • oai:hal.inria.fr:inria-00629689
  • From: 
  • Submitted on: Wednesday, 19 October 2011 01:02:21
  • Updated on: Wednesday, 19 October 2011 08:58:06
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