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| HAL: inria-00382104, version 1 |
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| ACM-GECCO Genetic and Evolutionary Computation Conference, Montreal : Canada (2009) |
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| Benchmarking the Nelder-Mead Downhill Simplex Algorithm With Many Local Restarts |
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| Nikolaus Hansen 1, 2 |
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| (2009) |
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| We benchmark the Nelder-Mead downhill simplex method on the noisefree BBOB-2009 testbed. A multistart strategy is applied on two levels. On a local level, at least ten restarts are conducted with a small number of iterations and reshaped simplex. On the global level independent restarts are launched until $10^5 D$ function evaluations are exceeded, for dimension $D\ge20$ ten times less. For low search space dimensions the algorithm shows very good results on many functions. It solves 24, 18, 11 and 7 of 24 functions in 2, 5, 10 and 40-D. |
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| 1: | TAO (INRIA Saclay - Ile de France) |
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INRIA РCNRS : UMR8623 РUniversit̩ Paris XI - Paris Sud |
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| 2: | Microsoft Research - Inria Joint Centre (MSR - INRIA) |
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INRIA – Microsoft – Microsoft Research Laboratory Cambridge |
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| Domain | : | Computer Science/Learning |
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| Attached file list to this document: | |||||
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| inria-00382104, version 1 | |
| http://hal.inria.fr/inria-00382104 | |
| oai:hal.inria.fr:inria-00382104 | |
| From: Nikolaus Hansen | |
| Submitted on: Thursday, 7 May 2009 13:13:20 | |
| Updated on: Thursday, 7 May 2009 14:02:44 | |
