Global Line Search Algorithm Hybridized with Quadratic Interpolation and Its Extension to Separable Functions
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F15%3A00236360" target="_blank" >RIV/68407700:21230/15:00236360 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1145/2739480.2754717" target="_blank" >http://dx.doi.org/10.1145/2739480.2754717</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1145/2739480.2754717" target="_blank" >10.1145/2739480.2754717</a>
Alternative languages
Result language
angličtina
Original language name
Global Line Search Algorithm Hybridized with Quadratic Interpolation and Its Extension to Separable Functions
Original language description
We propose a novel hybrid algorithm "Brent-STEP" for univariate global function minimization, based on the global line search method STEP and accelerated by Brent's method, a local optimizer that combines quadratic interpolation and golden section steps.We analyze the performance of the hybrid algorithm on various one-dimensional functions and experimentally demonstrate a significant improvement relative to its constituent algorithms in most cases. We then generalize the algorithm to multivariate functions, proposing a scheme to interleave evaluations across dimensions to achieve smoother and more efficient convergence. We experimentally demonstrate the highly competitive performance of the proposed multivariate algorithm on separable functions of theBBOB benchmark. The combination of good performance and smooth convergence on separable functions makes the algorithm an interesting candidate for inclusion in algorithmic portfolios or hybrid algorithms that aim to provide good performa
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
JC - Computer hardware and software
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
GECCO '15 Proceedings of the 2015 Annual Conference on Genetic and Evolutionary Computation
ISBN
978-1-4503-3472-3
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
257-264
Publisher name
ACM Press
Place of publication
New York
Event location
Madrid
Event date
Jul 11, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000358795700033