Benchmarking the NEWUOA on the BBOB-2009 Function Testbed

Raymond Ros (1, 2)

1 TANC - Algorithmic number theory for cryptology
2 LRI - Laboratoire de Recherche en Informatique

The NEWUOA which belongs to the class of Derivative-Free optimization algorithms is benchmarked on the BBOB-2009 noisefree testbed. A multistart strategy is applied with a maximum number of function evaluations of up to 10^5 times the search space dimension resulting in the algorithm solving 11 functions in 20-D. The results of the algorithm using the recommended number of interpolation points for the underlying model and the full model are shown and discussed.

Mots clés: Benchmarking; Black-box optimization; Derivative-free optimization

Domaines: Analyse numérique [cs.NA]

Raymond Ros. Benchmarking the NEWUOA on the BBOB-2009 Function Testbed. GECCO, Jul 2009, Montréal, France. ⟨inria-00377082⟩