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Description
  • Four methods for global numerical black box optimization with origins in the mathematical programming community are described and experimentally compared with the state of the art evolutionary method, BIPOP CMA ES. The methods chosen for the comparison exhibit various features that are potentially interesting for the evolutionary computation community: systematic sampling of the search space (DIRECT, MCS) possibly combined with a local search method (MCS), or a multi start approach (NEWUOA, GLOBAL) possibly equipped with a careful selection of points to run a local optimizer from (GLOBAL). The recently proposed %22comparing continuous optimizers%22 (COCO) methodology was adopted as the basis for the comparison. Based on the results, we draw suggestions about which algorithm should be used depending on the available budget of function evaluations, and we propose several possibilities for hybridizing evolutionary algorithms (EAs) with features of the other compared algorithms.
  • Four methods for global numerical black box optimization with origins in the mathematical programming community are described and experimentally compared with the state of the art evolutionary method, BIPOP CMA ES. The methods chosen for the comparison exhibit various features that are potentially interesting for the evolutionary computation community: systematic sampling of the search space (DIRECT, MCS) possibly combined with a local search method (MCS), or a multi start approach (NEWUOA, GLOBAL) possibly equipped with a careful selection of points to run a local optimizer from (GLOBAL). The recently proposed %22comparing continuous optimizers%22 (COCO) methodology was adopted as the basis for the comparison. Based on the results, we draw suggestions about which algorithm should be used depending on the available budget of function evaluations, and we propose several possibilities for hybridizing evolutionary algorithms (EAs) with features of the other compared algorithms. (en)
Title
  • A Comparison of Global Search Algorithms for Continuous Black Box Optimization
  • A Comparison of Global Search Algorithms for Continuous Black Box Optimization (en)
skos:prefLabel
  • A Comparison of Global Search Algorithms for Continuous Black Box Optimization
  • A Comparison of Global Search Algorithms for Continuous Black Box Optimization (en)
skos:notation
  • RIV/68407700:21230/12:00199145!RIV13-MSM-21230___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM6840770012)
http://linked.open...iv/cisloPeriodika
  • 4
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 120089
http://linked.open...ai/riv/idVysledku
  • RIV/68407700:21230/12:00199145
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Optimization; Global Search; Black Box; Continuous Domain (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • US - Spojené státy americké
http://linked.open...ontrolniKodProRIV
  • [3408AFC847F6]
http://linked.open...i/riv/nazevZdroje
  • Evolutionary Computation
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 20
http://linked.open...iv/tvurceVysledku
  • Pošík, Petr
  • Huyer, W.
  • Pál, L.
http://linked.open...ain/vavai/riv/wos
  • 000311334400003
http://linked.open...n/vavai/riv/zamer
issn
  • 1063-6560
number of pages
http://localhost/t...ganizacniJednotka
  • 21230
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