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Experimental Comparisons of Derivative Free Optimization Algorithms
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.
Cited literature [16 references]
https://hal.inria.fr/inria-00397334
Contributor : Marc Schoenauer <>
Submitted on : Sunday, April 4, 2010 - 2:42:18 PM
Last modification on : Tuesday, April 21, 2020 - 1:06:36 AM
Document(s) archivé(s) le : Wednesday, November 30, 2016 - 4:54:17 PM
Contributor : Marc Schoenauer <>
Submitted on : Sunday, April 4, 2010 - 2:42:18 PM
Last modification on : Tuesday, April 21, 2020 - 1:06:36 AM
Document(s) archivé(s) le : Wednesday, November 30, 2016 - 4:54:17 PM
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