Expand description
Test functions of continuous and integer variables together: those of R. Hamano, S. Saito,
M. Nomura and S. Shirakawa, “CMA-ES with Margin: Lower-Bounding Marginal Probability for
Mixed-Integer Black-Box Optimization”, GECCO 2022, https://arxiv.org/abs/2205.13482, §5.1
(p. 7). The first ⌊n/2⌋ variables are continuous and the rest integer
(Variable::integer); each function is given the values the
optimizer encodes, whole numbers in the integer variables.
| Function | Integer variables | Minimum |
|---|---|---|
sphere_int | from −10 to 10 | 0 at x = 0 |
ellipsoid_int | from −10 to 10, with the largest coefficients | 0 at x = 0 |
sphere_one_max | 0 or 1 | 0 at continuous 0, integer 1 |
Functions§
- ellipsoid_
int - EllipsoidInt,
f(x) = Σ (1000^(i/(n − 1)) xᵢ)²:ellipsoid, whose coefficients are the same, so the integer variables, the last, have the largest. - sphere_
int - SphereInt,
f(x) = Σ xᵢ²over every variable:sphere. - sphere_
one_ max - SphereOneMax,
f(x) = Σ xᵢ² + n_b − Σ x_k, the first sum over the first⌊n/2⌋variables (continuous) and the second over then_bothers (0 or 1).