Experimental comparison of six population-based algorithms for continuous black box optimization

. 2012 Winter ; 20 (4) : 483-508. [epub] 20120803

Jazyk angličtina Země Spojené státy americké Médium print-electronic

Typ dokumentu srovnávací studie, časopisecké články, práce podpořená grantem

Perzistentní odkaz   https://www.medvik.cz/link/pmid22708972

Six population-based methods for real-valued black box optimization are thoroughly compared in this article. One of them, Nelder-Mead simplex search, is rather old, but still a popular technique of direct search. The remaining five (POEMS, G3PCX, Cauchy EDA, BIPOP-CMA-ES, and CMA-ES) are more recent and came from the evolutionary computation community. The recently proposed comparing continuous optimizers (COCO) methodology was adopted as the basis for the comparison. The results show that BIPOP-CMA-ES reaches the highest success rates and is often also quite fast. The results of the remaining algorithms are mixed, but Cauchy EDA and POEMS are usually slow.

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