DocumentCode
3686750
Title
Comparative evaluation of the stochastic simplex bisection algorithm and the SciPy.Optimize module
Author
Christer Samuelsson
Author_Institution
German Research Center for Artificial Intelligence, Germany
fYear
2015
Firstpage
573
Lastpage
578
Abstract
The stochastic simplex bisection (SSB) algorithm is evaluated against the collection of optimizers in the Python SciPy.Optimize module on a prominent test set. The SSB algorithm greatly outperforms all SciPy optimizers, save one, in exactly half the cases. It does slightly worse on quadratic functions, but excels at trigonometric ones, highlighting its multimodal prowess. Unlike the SciPy optimizers, it sustains a high success rate. The SciPy optimizers would benefit from a more informed metaheuristic strategy and the SSB algorithm would profit from quicker local convergence and better multi-dimensional capabilities. Conversely, the local convergence of the SciPy optimizers is impressive and the multimodal capabilities of the SSB algorithm in separable dimensions are uncanny.
Keywords
"Amplitude modulation","Optimization","Linear programming","Partitioning algorithms","Algorithm design and analysis","Convergence","Presses"
Publisher
ieee
Conference_Titel
Computer Science and Information Systems (FedCSIS), 2015 Federated Conference on
Type
conf
DOI
10.15439/2015F47
Filename
7321493
Link To Document