Benchmarking the NEWUOA on the BBOB-2009 Noisy 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 noisy testbed. A multistart strategy is applied with a maximum number of function evaluations of 10^4 times the search space dimension.

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

Domaines: Analyse numérique [cs.NA]

Raymond Ros. Benchmarking the NEWUOA on the BBOB-2009 Noisy Testbed. GECCO, Jul 2009, Montréal, Canada. ⟨inria-00377083⟩