A Comparison of Global Search Algorithms for Continuous Black Box Optimization

Kód výsledku v 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>

Výsledek na webu

<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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Jazyk výsledku

angličtina

Název v původním jazyce

A Comparison of Global Search Algorithms for Continuous Black Box Optimization

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

A Comparison of Global Search Algorithms for Continuous Black Box Optimization

Popis výsledku anglicky

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.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

JC - Počítačový hardware a software

OECD FORD obor

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Projekt

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Návaznosti

Z - Vyzkumny zamer (s odkazem do CEZ)

Rok uplatnění

2012

Kód důvěrnosti údajů

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

Název periodika

Evolutionary Computation

ISSN

1063-6560

e-ISSN

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Svazek periodika

20

Číslo periodika v rámci svazku

4

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

33

Strana od-do

509-541

Kód UT WoS článku

000311334400003

EID výsledku v databázi Scopus

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