The conflict between computational budget and quality of found solutions is crucial when dealing with expensive black-box optimization problems from the industry. We show that through multi... Show moreThe conflict between computational budget and quality of found solutions is crucial when dealing with expensive black-box optimization problems from the industry. We show that through multi-objective parameter tuning of the Covariance Matrix Adaptation Evolution Strategy on benchmark functions different optimal algorithm configurations can be found for specific computational budgets and solution qualities. With the obtained Pareto front, tuned parameter sets are selected and transferred to a real-world optimization problem from vehicle dynamics, improving the solution quality and budget needed. The benchmark functions for tuning are selected based on their similarity to a real-world problem in terms of Exploratory Landscape Analysis features. Show less
The algorithm selection problem is of paramount importance in achieving high-quality results while minimizing computational effort, especially when dealing with expensive black-box optimization... Show moreThe algorithm selection problem is of paramount importance in achieving high-quality results while minimizing computational effort, especially when dealing with expensive black-box optimization problems. In this paper, we address this challenge by using randomly generated artificial functions that mimic the landscape characteristics of the original problem while being inexpensive to evaluate. The similarity between the artificial function and the original problem is quantified using Exploratory Landscape Analysis. We demonstrate a significant performance improvement on five real-world vehicle dynamics problems by transferring the parameters of the Covariance Matrix Adaptation Evolution Strategy tuned to these artificial functions.We provide a complete set of simulated values of braking distance for fully enumerated 2D design spaces of all five real-world optimization problems. So, replication of our results and benchmarking directly on the real-world problems is possible. Beyond the scope of this paper, this data can be used as a benchmarking set for multi-objective optimization with up to five objectives. Show less
The performance of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is significantly affected by the selection of the specific CMA-ES variant and the parameter values used. Furthermore,... Show moreThe performance of the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is significantly affected by the selection of the specific CMA-ES variant and the parameter values used. Furthermore, optimal CMA-ES parameter configurations vary across different problem landscapes, making the task of tuning CMA-ES to a specific optimization problem a challenging mixed-integer optimization problem. In recent years, several advanced algorithms have been developed to address this problem, including the Sequential Model-based Algorithm Configuration (SMAC) and the Tree-structured Parzen Estimator (TPE).In this study, we propose a novel approach for tuning CMA-ES by leveraging CMA-ES itself. Therefore, we combine the modular CMA-ES implementation with the margin extension to handle mixed-integer optimization problems. We show that CMA-ES can not only compete with SMAC and TPE but also outperform them in terms of wall clock time. Show less
