Benchmarking the BFGS Algorithm on the BBOB-2009 Function Testbed
Résumé
The BFGS quasi-Newton method is benchmarked on the noiseless BBOB-2009 testbed. A multistart strategy is applied with a maximum number of function evaluations of 10^5 times the search space dimension, resulting in the algorithm solving six functions.
Domaines
Analyse numérique [cs.NA]
Origine : Fichiers produits par l'(les) auteur(s)