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Conference Papers Year : 2010

Black-Box Optimization Benchmarking of NEWUOA compared to BIPOP-CMA-ES

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Raymond Ros
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Nikolaus Hansen

Abstract

In this paper, the performances of the NEW Unconstrained Optimization Algorithm (NEWUOA) on some noiseless functions are compared to those of the BI-POPulation Covariance Matrix Adaptation-Evolution Strategy (BIPOP-CMA-ES). The two algorithms were benchmarked on the BBOB 2009 noiseless function testbed. The comparison shows that NEWUOA outperforms BIPOP-CMA-ES on some functions like the Sphere or the Rosenbrock functions. Also the independent restart procedure used for NEWUOA allows it to perform better than BIPOP-CMA-ES on the Gallagher functions. Nevertheless, BIPOP-CMA-ES is faster and has a better success probability than NEWUOA in reaching target function values smaller than one on all other functions.
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Dates and versions

inria-00473779 , version 1 (16-04-2010)

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  • HAL Id : inria-00473779 , version 1

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Raymond Ros, Nikolaus Hansen. Black-Box Optimization Benchmarking of NEWUOA compared to BIPOP-CMA-ES. Genetic and Evolutionary Computation Conference 2010, Jul 2010, Portland, OR, United States. ⟨inria-00473779⟩
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