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
Link To Document