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Communication Dans Un Congrès Année : 2009

Empirical comparisons of several derivative free optimization algorithms

Résumé

In this paper, the performances of the quasi-Newton BFGS algorithm, the NEWUOA derivative free optimization algorithm, the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), the Differential Evolution (DE) algorithm and a Particle Swarm Optimization (PSO) algorithm are compared experimentally on benchmark functions reflecting important challenges encountered in real-world optimization problems. Dependence of the performances in the conditioning of the problem and rotational invariance of the algorithms are in particular investigated.
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hal-01408402 , version 1 (04-12-2016)

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  • HAL Id : hal-01408402 , version 1

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Anne Auger, Nikolaus Hansen, Jorge Perez Zerpa, Raymond Ros, Marc Schoenauer. Empirical comparisons of several derivative free optimization algorithms. 9e Colloque national en calcul des structures, CSMA, May 2009, Giens, France. ⟨hal-01408402⟩
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