A Fair Performance Comparison of Different Surrogate Optimization Strategies
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Much of the literature found on surrogate models presents new approaches or algorithms trying to solve black-box optimization problems with as few evaluations as possible. The comparisons of these new ideas with other algorithms are often very limited and constrained to non-surrogate algorithms or algorithms following very similar ideas as the presented ones. This work aims to provide both an overview over the most important general trends in surrogate assisted optimization and a more wide-spanning comparison in a fair environment by reimplementation within the same software framework.
KeywordsSurrogate models Evolutionary algorithms Black-box optimization
This work was supported by the European Union through the European Regional Development Fund (EFRE; further information on IWB/EFRE is available at www.efre.gv.at).
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