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
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DOI - Digital Object Identifier
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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
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
IN - Informatics
OECD FORD branch
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Result continuities
Project
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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
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e-ISSN
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Number of pages
8
Pages from-to
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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
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