Comparing results of 31 algorithms from the black-box optimization benchmarking BBOB-2009

Authors:
Nikolaus Hansen;Anne Auger;Raymond Ros;Steffen Finck;Petr Pošík
Affiliations:
INRIA, ORSAY, France;INRIA, ORSAY, France;INRIA, ORSAY, France;University of Applied Science Vorarlberg, Dornbirn, Austria;Czech Technical University in Prague, Prag, Czech Rep
Venue:
Proceedings of the 12th annual conference companion on Genetic and evolutionary computation
Year:
2010

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Abstract

This paper presents results of the BBOB-2009 benchmarking of 31 search algorithms on 24 noiseless functions in a black-box optimization scenario in continuous domain. The runtime of the algorithms, measured in number of function evaluations, is investigated and a connection between a single convergence graph and the runtime distribution is uncovered. Performance is investigated for different dimensions up to 40-D, for different target precision values, and in different subgroups of functions. Searching in larger dimension and multi-modal functions appears to be more difficult. The choice of the best algorithm also depends remarkably on the available budget of function evaluations.