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GECCO
2010
Springer

Comparison of NEWUOA with different numbers of interpolation points on the BBOB noisy testbed

9 years 2 months ago
Comparison of NEWUOA with different numbers of interpolation points on the BBOB noisy testbed
In this paper, we study the performances of the NEW Unconstrained Optimization Algorithm (NEWUOA) with different numbers of interpolation points. NEWUOA is a trust region method, the number of points used to build the surrogate model is an input parameter of the algorithm. We compare the performances of NEWUOA using three different number of points in search spaces of dimension from two to forty on problems from the BBOB 2009 noisy function testbed. Using the maximum number of interpolation points grants the better results in this noisy setting. Categories and Subject Descriptors
Raymond Ros
Added 30 Aug 2010
Updated 30 Aug 2010
Type Conference
Year 2010
Where GECCO
Authors Raymond Ros
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