Benchmarking the NEWUOA 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 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.