Benchmarking the BFGS algorithm on the BBOB-2009 function testbed

  • Authors:
  • Raymond Ros

  • Affiliations:
  • Univ. Paris-Sud, LRI, Orsay, France

  • Venue:
  • Proceedings of the 11th Annual Conference Companion on Genetic and Evolutionary Computation Conference: Late Breaking Papers
  • Year:
  • 2009

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Abstract

The BFGS quasi-Newton method is benchmarked on the noiseless BBOB-2009 testbed. A multistart strategy is applied with a maximum number of function evaluations of 105 times the search space dimension, resulting in the algorithm solving six functions.