Default boundary handling on bbob discus

[nikohansen]

Triggered by the results found via

import cocopp
print(cocopp.archives.all('cma-b'))
dsl = cocopp.main('cma-b*')

['bbob/2023/cma-bp-bbob_Brockhoff.tgz', 'bbob/2023/cma-bt-bbob_Brockhoff.tgz', 'sbox-cost/2023/cma-bp-sboxcost-Brockhoff.tgz', 'sbox-cost/2023/cma-bt-sboxcost-Brockhoff.tgz']

(where bp and bt stand for penalty and transformation boundary handling, respectively) the following experiment reveals that the default boundary handling leads sometimes (here in about 5%) to undesirable behavior as in the lower figure below, compared to upper without boundary handling. Values below 1 are reached from iteration 400 without boundary handling but from iteration 1000 (and usually 550) with boundary handling.

import cocoex
import cma

suite = cocoex.Suite('bbob', '', '')
fun = suite.get_problem_by_function_dimension_instance(11, 20, 1)

print(cma.CMAOptions('disp'))  # checking
es = cma.CMA(20 * [0], 2,
    {'termination_callback': lambda _: fun.final_target_hit,
     'verb_disp_overwrite': 200,
     'bounds': [-5, 5],
     })
es.optimize(fun)
es.result_pretty();
es.plot();

This may be unavoidable as the boundary transformation can make the landscape significantly nonquadratic, hence a local adaptation to the curvature may not be the final necessary.