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| HAL: inria-00397334, version 3 |
| arXiv: 1005.5631 |
| See detailed view |  BibTeX,EndNote,... |
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| 8th International Symposium on Experimental Algorithms, Dortmund : Germany (2009) |
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| Available versions | v1 (2009-06-21) | v2 (2009-06-25) | v3 (2010-05-31) |
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| Experimental Comparisons of Derivative Free Optimization Algorithms |
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| Anne Auger 1, 2Nikolaus Hansen 2 |
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| (2009) |
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| 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. |
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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/Artificial Intelligence |
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| inria-00397334, version 3 | |
| http://hal.inria.fr/inria-00397334 | |
| oai:hal.inria.fr:inria-00397334 | |
| From: Marc Schoenauer | |
| Submitted on: Sunday, 4 April 2010 14:42:18 | |
| Updated on: Monday, 31 May 2010 11:10:37 | |
