• DocumentCode
    2219853
  • Title

    Experiments on the CEC 2015 expensive optimization testbed

  • Author

    Berthier, Vincent

  • Author_Institution
    TAO, Inria, Univ. Paris-Sud, UMR CNRS 8623, Bat 660 Claude Shannon Univ. Paris-Sud, 91190 Gif-sur-Yvette, France
  • fYear
    2015
  • fDate
    25-28 May 2015
  • Firstpage
    1059
  • Lastpage
    1066
  • Abstract
    We experiment various simple classical algorithms on the expensive optimization testbed from Cec2015. CMA performs best, in particular its DCMA flavor using quasi-random numbers. Nelder-Mead also performs well. Portfolios performed well for the given budget (500 evaluations in dimension 10 and 1500 evaluations in dimension 30), but not the half budget, which is also taken into account in the competition, hence we did not include them in the final version.
  • Keywords
    Algorithm design and analysis; Covariance matrices; Electronic mail; Optimization; Portfolios; Sociology;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Evolutionary Computation (CEC), 2015 IEEE Congress on
  • Conference_Location
    Sendai, Japan
  • Type

    conf

  • DOI
    10.1109/CEC.2015.7257007
  • Filename
    7257007