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Conference Papers Year : 2009

Experimental Comparisons of Derivative Free Optimization Algorithms

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Abstract

In this paper, the performances of the quasi-Newton BFGS algorithm, the NEWUOA derivative free optimizer, the Covariance Matrix Adaptation Evolution Strategy (CMA-ES), the Differential Evolution (DE) algorithm and Particle Swarm Optimizers (PSO) are compared experimentally on benchmark functions reflecting important challenges encountered in real-world optimization problems. Dependence of the performances in the conditioning of the problem and rotational invariance of the algorithms are in particular investigated.
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Dates and versions

inria-00397334 , version 1 (20-06-2009)
inria-00397334 , version 2 (25-06-2009)
inria-00397334 , version 3 (04-04-2010)

Identifiers

  • HAL Id : inria-00397334 , version 3
  • ARXIV : 1005.5631

Cite

Anne Auger, Nikolaus Hansen, Jorge M. Perez Zerpa, Raymond Ros, Marc Schoenauer. Experimental Comparisons of Derivative Free Optimization Algorithms. 8th International Symposium on Experimental Algorithms, Jun 2009, Dortmund, Germany. ⟨inria-00397334v3⟩
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