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GECCO
2010
Springer

Black-box optimization benchmarking of NEWUOA compared to BIPOP-CMA-ES: on the BBOB noiseless testbed

8 years 11 months ago
Black-box optimization benchmarking of NEWUOA compared to BIPOP-CMA-ES: on the BBOB noiseless testbed
In this paper, the performances of the NEW Unconstrained Optimization Algorithm (NEWUOA) on some noiseless functions are compared to those of the BI-POPulation Covariance Matrix Adaptation-Evolution Strategy (BIPOP-CMAES). The two algorithms were benchmarked on the BBOB 2009 noiseless function testbed. The comparison shows that NEWUOA outperforms BIPOP-CMA-ES on some functions like the Sphere or the Rosenbrock functions. Also the independent restart procedure used for NEWUOA allows it to perform better than BIPOP-CMA-ES on the Gallagher functions. Nevertheless, BIPOP-CMA-ES is faster and has a better success probability than NEWUOA in reaching target function values smaller than one on all other functions. Categories and Subject Descriptors
Nikolaus Hansen, Raymond Ros
Added 25 Jan 2011
Updated 25 Jan 2011
Type Journal
Year 2010
Where GECCO
Authors Nikolaus Hansen, Raymond Ros
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