6533b82afe1ef96bd128b608

RESEARCH PRODUCT

AMaLGaM IDEAs in noiseless black-box optimization benchmarking

Jörn GrahlPeter A. N. BosmanDirk Thierens

subject

Mathematical optimizationGaussianComputer Science::Neural and Evolutionary ComputationMathematicsofComputing_NUMERICALANALYSISEvolutionary algorithmBenchmarkingEvolutionary computationsymbols.namesakeIterated functionBlack boxBenchmark (computing)symbolsIncremental build modelMathematics

description

This paper describes the application of a Gaussian Estimation-of-Distribution (EDA) for real-valued optimization to the noiseless part of a benchmark introduced in 2009 called BBOB (Black-Box Optimization Benchmarking). Specifically, the EDA considered here is the recently introduced parameter-free version of the Adapted Maximum-Likelihood Gaussian Model Iterated Density-Estimation Evolutionary Algorithm (AMaLGaM-IDEA). Also the version with incremental model building (iAMaLGaM-IDEA) is considered.

https://doi.org/10.1145/1570256.1570313