CMA-ES with margin: lower-bounding marginal probability for mixed-integer black-box optimization.
Ryoki HamanoShota SaitoMasahiro NomuraShinichi ShirakawaPublished in: GECCO (2022)
Keyphrases
- black box
- mixed integer
- evolution strategy
- linear program
- optimal solution
- lot sizing
- feasible solution
- candidate solutions
- convex hull
- objective function
- optimization problems
- lower bound
- optimization algorithm
- branch and bound algorithm
- test cases
- evolutionary algorithm
- continuous variables
- global optimization
- linear programming
- joint distribution
- machine learning
- support vector
- maximum margin