What Is Mixed-Variable Black-Box Optimization?
What Is Mixed-Variable Black-Box Optimization?
Mixed-Variable
Natural Evolution Strategy for Mixed-Integer Black-Box Optimization
This paper proposes DX-NES-ICI, a natural evolution strategy that accounts for implicit constraints and integer variables in mixed-integer black-box optimization. It demonstrates improved performance over CMA-ES w. Margin on benchmark problems, particularly when continuous variables contribute more to the objective function value than integer variables.