Towards multi-objective mixed integer evolution strategies
2019
Many problems are of a mixed integer nature, rather than being
restricted to a single variable type. Although mixed integer algorithms
exist for the single-objective case, work on the multi-objective case
remains limited. Evolution strategies are stochastic optimisation
algorithms that feature step size adaptation mechanisms and are
typically used in continuous domains. More recently they were
generalised to mixed integer problems. In this work, first steps are
taken towards extending the single-objective mixed integer evolution
strategy for the multi-objective case. First results are promising, but
step size adaptation for the multi-objective case can likely be
improved.
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