Comparison of NEWUOA with Different Numbers of Interpolation Points on the BBOB Noiseless Testbed

Raymond Ros 1
1 TAO - Machine Learning and Optimisation
LRI - Laboratoire de Recherche en Informatique, UP11 - Université Paris-Sud - Paris 11, Inria Saclay - Ile de France, CNRS - Centre National de la Recherche Scientifique : UMR8623
Abstract : In this paper, we study the performances of the NEW Unconstrained Optimization Algorithm (NEWUOA) with different numbers of interpolation points. NEWUOA is a trust region method, the number of points used to build the surrogate model is an input parameter of the algorithm. We compare the performances of NEWUOA using three different number of points in search spaces of dimension from two to forty on problems from the BBOB 2009 noiseless function testbed. In particular we study the performances of an `average' number of interpolation points that scales like the dimension of the search space to the power 3/2. Using this number of interpolation points is expectedly faster than using the maximum number of interpolation points (scaling like the square of the dimension), though it does not grant better performances than using a number of interpolation points scaling like the dimension.
Type de document :
Communication dans un congrès
Genetic and Evolutionary Computation Conference 2010, Jul 2010, Portland, OR, United States. 2010
Liste complète des métadonnées

https://hal.inria.fr/inria-00473774
Contributeur : Raymond Ros <>
Soumis le : vendredi 16 avril 2010 - 14:00:39
Dernière modification le : jeudi 5 avril 2018 - 12:30:12
Document(s) archivé(s) le : mardi 28 septembre 2010 - 12:40:42

Fichiers

ws1p10-ros.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

  • HAL Id : inria-00473774, version 1

Collections

Citation

Raymond Ros. Comparison of NEWUOA with Different Numbers of Interpolation Points on the BBOB Noiseless Testbed. Genetic and Evolutionary Computation Conference 2010, Jul 2010, Portland, OR, United States. 2010. 〈inria-00473774〉

Partager

Métriques

Consultations de la notice

168

Téléchargements de fichiers

231