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Continuous Optimization Algorithms: Performance on Benchmarking Functions and Model Parameters

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21240%2F10%3A00171939" target="_blank" >RIV/68407700:21240/10:00171939 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Continuous Optimization Algorithms: Performance on Benchmarking Functions and Model Parameters

  • Original language description

    Estimation of continuous parameters is frequent task in modelling and simulation. There are several general purpose algorithms available for this task. We benchmarked these algorithms in order to recommend an appropriate algorithm for our model identification problem. We present results of optimization algorithms for standard benchmarking functions and show the importance of proper parameter setting. When these algorithms are applied to the estimation of model parameters, results are quite different. For this task, the gradient (quasi-Newton) and the nature inspired method (CMAES) can be efficiently combined, achieving the best optimization performance.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    IN - Informatics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2010

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of the 7th EUROSIM Congress on Modelling and Simulation, Vol. 2: Full Papers

  • ISBN

    978-80-01-04589-3

  • ISSN

  • e-ISSN

  • Number of pages

    8

  • Pages from-to

  • Publisher name

    Department of Computer Science and Engineering, FEE, CTU in Prague

  • Place of publication

    Prague

  • Event location

    Praha

  • Event date

    Sep 6, 2010

  • Type of event by nationality

    EUR - Evropská akce

  • UT code for WoS article