A Comparison of Global Search Algorithms for Continuous Black Box Optimization

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F12%3A00199145" target="_blank" >RIV/68407700:21230/12:00199145 - isvavai.cz</a>
Result on the web
<a href="http://www.mitpressjournals.org/doi/abs/10.1162/EVCO_a_00084" target="_blank" >http://www.mitpressjournals.org/doi/abs/10.1162/EVCO_a_00084</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
A Comparison of Global Search Algorithms for Continuous Black Box Optimization
Original language description
Four methods for global numerical black box optimization with origins in the mathematical programming community are described and experimentally compared with the state of the art evolutionary method, BIPOP CMA ES. The methods chosen for the comparison exhibit various features that are potentially interesting for the evolutionary computation community: systematic sampling of the search space (DIRECT, MCS) possibly combined with a local search method (MCS), or a multi start approach (NEWUOA, GLOBAL) possibly equipped with a careful selection of points to run a local optimizer from (GLOBAL). The recently proposed "comparing continuous optimizers" (COCO) methodology was adopted as the basis for the comparison. Based on the results, we draw suggestions about which algorithm should be used depending on the available budget of function evaluations, and we propose several possibilities for hybridizing evolutionary algorithms (EAs) with features of the other compared algorithms.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
JC - Computer hardware and software
OECD FORD branch
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Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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