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Anytime Benchmarking of Budget-Dependent Algorithms with the COCO Platform

Tea Tušar 1 Nikolaus Hansen 2 Dimo Brockhoff 2
2 RANDOPT - Randomized Optimisation
CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique, Inria Saclay - Ile de France
Abstract : Anytime performance assessment of black-box optimization algorithms assumes that the performance of an algorithm at a specific time does not depend on the total budget of function evaluations at its disposal. It therefore should not be used for benchmarking budget-depending algorithms, i.e., algorithms whose performance depends on the total budget of function evaluations, such as some surrogate-assisted or hybrid algorithms. This paper presents an anytime bench-marking approach suited for budget-depending algorithms. The approach is illustrated on a budget-dependent variant of the Differential Evolution algorithm.
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https://hal.inria.fr/hal-01629087
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Tea Tušar, Nikolaus Hansen, Dimo Brockhoff. Anytime Benchmarking of Budget-Dependent Algorithms with the COCO Platform. IS 2017 - International multiconference Information Society, Oct 2017, Ljubljana, Slovenia. pp.1-4. ⟨hal-01629087⟩

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