TY - GEN
T1 - Experimental comparisons of derivative free optimization algorithms (invited talk)
AU - Auger, A.
AU - Hansen, N.
AU - Perez Zerpa, J. M.
AU - Ros, R.
AU - Schoenauer, M.
PY - 2009/8/20
Y1 - 2009/8/20
N2 - 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.
AB - 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.
U2 - 10.1007/978-3-642-02011-7_3
DO - 10.1007/978-3-642-02011-7_3
M3 - Conference contribution
AN - SCOPUS:68749087458
SN - 3642020100
SN - 9783642020100
T3 - Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
SP - 3
EP - 15
BT - Experimental Algorithms - 8th International Symposium, SEA 2009, Proceedings
T2 - 8th International Symposium on Experimental Algorithms, SEA 2009
Y2 - 4 June 2009 through 6 June 2009
ER -