BBOB-benchmarking a simple estimation of distribution algorithm with cauchy distribution

The restarted estimation of distribution algorithm (EDA) with Cauchy distribution as the probabilistic model is tested on the BBOB 2009 testbed. These tests prove that when using the Cauchy distribution and suitably chosen variance enlargment factor, the algorithm is usable for broad range of fitness landscapes, which is not the case for EDA with Gaussian distribution which converges prematurely. The results of the algorithm are of mixed quality and its scaling is at least quadratic.

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