Black-box min-max continuous optimization using CMA-ES with worst-case ranking approximation.
Atsuhiro MiyagiKazuto FukuchiJun SakumaYouhei AkimotoPublished in: GECCO (2022)
Keyphrases
- black box
- min max
- continuous optimization
- worst case
- cma es
- evolution strategy
- error bounds
- optimization methods
- black boxes
- candidate solutions
- white box
- upper bound
- simulated annealing
- test cases
- lower bound
- optimization strategy
- np hard
- genetic algorithm
- linear models
- metaheuristic
- sample size
- white box testing
- covariance matrix
- evolutionary algorithm
- closed form
- open source
- search space