Experimental Comparisons of Derivative Free Optimization Algorithms

Details Experimental Comparisons of Derivative Free Optimization Algorithms Experimental Comparisons of Derivative Free Optimization Algorithms

2010-05-31

arxiv.org/abs/1005.5631v1

Computer Science

Numerical Analysis

8th International Symposium on Experimental Algorithms, Dortmund : Germany (2009)

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Experimental Comparisons of Derivative Free Optimization Algorithms does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Experimental Comparisons of Derivative Free Optimization Algorithms, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Experimental Comparisons of Derivative Free Optimization Algorithms will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-627582