Benchmarking the BFGS Algorithm on the BBOB-2009 Function Testbed
Abstract
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.
Domains
Numerical Analysis [cs.NA]
Origin : Files produced by the author(s)