Benchmarking Multivariate Solvers of SciPy on the Noiseless Testbed - Inria - Institut national de recherche en sciences et technologies du numérique
Communication Dans Un Congrès Année : 2019

Benchmarking Multivariate Solvers of SciPy on the Noiseless Testbed

Marie-Ange Dahito
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Résumé

In this article we benchmark eight multivariate local solvers as well as the global Differential Evolution algorithm from the Python SciPy library on the BBOB noiseless testbed. We experiment with different parameter settings and termination conditions of the solvers. More focus is given to the L-BFGS-B and Nelder-Mead algorithms. For the first we investigate the effect of the maximum number of variable metric corrections used for the Hessian approximation and show that larger values than the default are of advantage. For the second we investigate the effect of adaptation of parameters, which is proved crucial for the performance of the method with increasing dimensionality.
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Dates et versions

hal-02160099 , version 1 (19-06-2019)

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Konstantinos Varelas, Marie-Ange Dahito. Benchmarking Multivariate Solvers of SciPy on the Noiseless Testbed. GECCO 2019 Companion - The Genetic and Evolutionary Computation Conference, Jul 2019, Prague, Czech Republic. ⟨10.1145/3319619.3326891⟩. ⟨hal-02160099⟩
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