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Experimental Comparisons of Derivative Free Optimization Algorithms

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Experimental Algorithms (SEA 2009)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 5526))

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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.

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Auger, A., Hansen, N., Perez Zerpa, J.M., Ros, R., Schoenauer, M. (2009). Experimental Comparisons of Derivative Free Optimization Algorithms. In: Vahrenhold, J. (eds) Experimental Algorithms. SEA 2009. Lecture Notes in Computer Science, vol 5526. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-02011-7_3

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  • DOI: https://doi.org/10.1007/978-3-642-02011-7_3

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-02010-0

  • Online ISBN: 978-3-642-02011-7

  • eBook Packages: Computer ScienceComputer Science (R0)

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