Benchmarking the (1+1)-CMA-ES on the BBOB-2009 noisy testbed

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Abstract

We benchmark an independent-restart-(1+1)-CMA-ES on the BBOB-2009 noisy testbed. The (1+1)-CMA-ES is an adaptive stochastic algorithm for the optimization of objective functions defined on a continuous search space in a black-box scenario. The maximum number of function evaluations used here equals 104 times the dimension of the search space. The algorithm could only solve $4$ functions with moderate noise in 5-D and 2 functions in 20-D.

Original languageEnglish
Title of host publicationProceedings of the 11th Annual Genetic and Evolutionary Computation Conference, GECCO-2009
PublisherAssociation for Computing Machinery
Pages2467-2471
Number of pages5
ISBN (Print)9781605583259
DOIs
Publication statusPublished - 1 Jan 2009
Externally publishedYes
Event11th Annual Genetic and Evolutionary Computation Conference, GECCO-2009 - Montreal, QC, Canada
Duration: 8 Jul 200912 Jul 2009

Publication series

NameProceedings of the 11th Annual Genetic and Evolutionary Computation Conference, GECCO-2009
Volume2009-January

Conference

Conference11th Annual Genetic and Evolutionary Computation Conference, GECCO-2009
Country/TerritoryCanada
CityMontreal, QC
Period8/07/0912/07/09

Keywords

  • CMA-ES
  • benchmarking
  • black-box optimization
  • evolutionary computation

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