Benchmarking the NEWUOA on the BBOB-2009 Function Testbed
Résumé
The NEWUOA which belongs to the class of Derivative-Free optimization algorithms is benchmarked on the BBOB-2009 noisefree testbed. A multistart strategy is applied with a maximum number of function evaluations of up to 10^5 times the search space dimension resulting in the algorithm solving 11 functions in 20-D. The results of the algorithm using the recommended number of interpolation points for the underlying model and the full model are shown and discussed.
Domaines
Analyse numérique [cs.NA]
Origine : Fichiers produits par l'(les) auteur(s)