Real-Parameter Black-Box Optimization Benchmarking 2009: Noisy Functions Definitions

Nikolaus Hansen 1, 2, 3 Steffen Finck 4 Raymond Ros 1, 5 Anne Auger 1, 2
1 TANC - Algorithmic number theory for cryptology
LIX - Laboratoire d'informatique de l'École polytechnique [Palaiseau], Inria Saclay - Ile de France, X - École polytechnique, CNRS - Centre National de la Recherche Scientifique : UMR7161
2 TAO - Machine Learning and Optimisation
CNRS - Centre National de la Recherche Scientifique : UMR8623, Inria Saclay - Ile de France, UP11 - Université Paris-Sud - Paris 11, LRI - Laboratoire de Recherche en Informatique
Abstract : Quantifying and comparing performance of optimization algorithms is one important aspect of research in search and optimization. However, this task turns out to be tedious and difficult to realize even in the single-objective case - at least if one is willing to accomplish it in a scientifically decent and rigorous way. The BBOB 2009 workshop will furnish most of this tedious task for its participants: (1) choice and implementation of a well-motivated real-parameter benchmark function testbed, (2) design of an experimental set-up, (3) generation of data output for (4) post-processing and presentation of the results in graphs and tables. What remains to be done for the participants is to allocate CPU-time, run their favorite black-box real-parameter optimizer in a few dimensions a few hundreds of times and execute the provided post-processing script afterwards. In this report, the testbed of noisy functions is defined and motivated.
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[Research Report] RR-6869, INRIA. 2009
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Nikolaus Hansen, Steffen Finck, Raymond Ros, Anne Auger. Real-Parameter Black-Box Optimization Benchmarking 2009: Noisy Functions Definitions. [Research Report] RR-6869, INRIA. 2009. 〈inria-00369466〉

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