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

Raymond Ros 1
1 TAO - Machine Learning and Optimisation
CNRS - Centre National de la Recherche Scientifique : UMR8623, Inria Saclay - Ile de France, UP11 - Université Paris-Sud - Paris 11, LRI - Laboratoire de Recherche en Informatique
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 noisy function testbed. Using the maximum number of interpolation points grants the better results in this noisy setting.
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https://hal.inria.fr/inria-00473776
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Submitted on : Friday, April 16, 2010 - 2:03:45 PM
Last modification on : Tuesday, April 21, 2020 - 1:07:12 AM
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Raymond Ros. Comparison of NEWUOA with Different Numbers of Interpolation Points on the BBOB Noisy Testbed. Genetic and Evolutionary Computation Conference 2010, Jul 2010, Portland, OR, United States. ⟨inria-00473776⟩

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