Comparing results of 31 algorithms from the black-box optimization benchmarking BBOB-2009
Proceedings of the 12th annual conference companion on Genetic and evolutionary computation
Restarted local search algorithms for continuous black box optimization
Evolutionary Computation
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The restarted line search, or coordinate-wise search, algorithm is tested on the BBOB 2009 testbed. Two different univariate search algorithms (fminbnd from MATLAB and STEP) were tried and compared. The results are as expected: line search method can optimize only separable functions, for other functions it fails. The STEP method is slightly slower, however, is more robust in the multimodal case. The line search algorithms also identified 2 functions of the test suite (in addition to separable problems) which might be easy for algorithms exploiting separability.