Estimation of Distribution Algorithm sampling under Gaussian and Cauchy distribution in continuous domain

Estimation of Distribution Algorithm is a new population based evolutionary optimization method and it generates new population from probability distribution model. Like most evolutionary algorithms, it is easy to trap into local optimums. In order to avoid this shortcoming, Gaussian and Cauchy probability density function are mixed as probability distribution model. For continuous problems, a new estimation of distribution algorithm sampling under the mixed model is presented. New individuals are generated not only from Gaussian distribution but sometimes from Cauchy distribution in order to keep diversity. The selection strategy of Gaussian and Cauchy distribution are also discussed. The new algorithm is tested on five benchmark functions and results are compared with basic and estimation of distribution algorithm with Cauchy mutation.