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Mixed-variable policy-based optimization (2506.13240v1)
Published 16 Jun 2025 in math.OC, math-ph, and math.MP
Abstract: The optimization of mixed-variable problems remains a significant challenge. We propose an extension of the policy-based optimization method that handles mixed-variables problems in a natural way, through a simple policy combination. This is achieved by independently sampling from a multivariate normal distribution for the continuous domain, and from multiple categorical distributions for the discrete choices. Results demonstrate that the agent successfully yields high-quality solutions on a classical problem of electromagnetics, showcasing its robustness.