Skip to main content

2021 | OriginalPaper | Buchkapitel

On the Performance of the ORTHOMADS Algorithm on Continuous and Mixed-Integer Optimization Problems

verfasst von : Marie-Ange Dahito, Laurent Genest, Alessandro Maddaloni, José Neto

Erschienen in: Optimization, Learning Algorithms and Applications

Verlag: Springer International Publishing

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

ORTHOMADS is an instantiation of the Mesh Adaptive Direct Search (MADS) algorithm used in derivative-free and blackbox optimization. We investigate the performance of the variants of ORTHOMADS on the bbob and bbob-mixint, respectively continuous and mixed-integer, testbeds of the COmparing Continuous Optimizers (COCO) platform and compare the considered best variants with heuristic and non-heuristic techniques. The results show a favourable performance of ORTHOMADS on the low-dimensional continuous problems used and advantages on the considered mixed-integer problems. Besides, a generally faster convergence is observed on all types of problems when the search phase of ORTHOMADS is enabled.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literatur
9.
Zurück zum Zitat Brockhoff, D., Hansen, N.: The impact of sample volume in random search on the bbob test suite. In: Proceedings of the Genetic and Evolutionary Computation Conference Companion, GECCO 2019, pp. 1912–1919. Association for Computing Machinery, New York (2019). https://doi.org/10.1145/3319619.3326894 Brockhoff, D., Hansen, N.: The impact of sample volume in random search on the bbob test suite. In: Proceedings of the Genetic and Evolutionary Computation Conference Companion, GECCO 2019, pp. 1912–1919. Association for Computing Machinery, New York (2019). https://​doi.​org/​10.​1145/​3319619.​3326894
12.
Zurück zum Zitat El-Abd, M., Kamel, M.S.: Black-box optimization benchmarking for noiseless function testbed using particle swarm optimization. In: Proceedings of the 11th Annual Conference Companion on Genetic and Evolutionary Computation Conference: Late Breaking Papers, GECCO 2009, pp. 2269–2274. Association for Computing Machinery, New York (2009). https://doi.org/10.1145/1570256.1570316 El-Abd, M., Kamel, M.S.: Black-box optimization benchmarking for noiseless function testbed using particle swarm optimization. In: Proceedings of the 11th Annual Conference Companion on Genetic and Evolutionary Computation Conference: Late Breaking Papers, GECCO 2009, pp. 2269–2274. Association for Computing Machinery, New York (2009). https://​doi.​org/​10.​1145/​1570256.​1570316
13.
Zurück zum Zitat Finck, S., Hansen, N., Ros, R., Auger, A.: Real-parameter black-box optimization benchmarking 2009: presentation of the noiseless functions. Technical Report 2009/20, Research Center PPE (2009) Finck, S., Hansen, N., Ros, R., Auger, A.: Real-parameter black-box optimization benchmarking 2009: presentation of the noiseless functions. Technical Report 2009/20, Research Center PPE (2009)
18.
Zurück zum Zitat Kennedy, J., Eberhart, R.: Particle swarm optimization. In: Proceedings of the IEEE International Conference on Neural Networks, vol. 4, pp. 1942–1948. Citeseer (1995) Kennedy, J., Eberhart, R.: Particle swarm optimization. In: Proceedings of the IEEE International Conference on Neural Networks, vol. 4, pp. 1942–1948. Citeseer (1995)
26.
Zurück zum Zitat Ros, R.: Benchmarking the NEWUOA on the BBOB-2009 function testbed. In: Proceedings of the 11th Annual Conference Companion on Genetic and Evolutionary Computation Conference: Late Breaking Papers, GECCO 2009, pp. 2421–2428. Association for Computing Machinery, New York (2009). https://doi.org/10.1145/1570256.1570338 Ros, R.: Benchmarking the NEWUOA on the BBOB-2009 function testbed. In: Proceedings of the 11th Annual Conference Companion on Genetic and Evolutionary Computation Conference: Late Breaking Papers, GECCO 2009, pp. 2421–2428. Association for Computing Machinery, New York (2009). https://​doi.​org/​10.​1145/​1570256.​1570338
29.
Zurück zum Zitat Tušar, T., Brockhoff, D., Hansen, N.: Mixed-integer benchmark problems for single- and bi-objective optimization. In: Proceedings of the Genetic and Evolutionary Computation Conference, GECCO 2019, pp. 718–726. Association for Computing Machinery, New York (2019). https://doi.org/10.1145/3321707.3321868 Tušar, T., Brockhoff, D., Hansen, N.: Mixed-integer benchmark problems for single- and bi-objective optimization. In: Proceedings of the Genetic and Evolutionary Computation Conference, GECCO 2019, pp. 718–726. Association for Computing Machinery, New York (2019). https://​doi.​org/​10.​1145/​3321707.​3321868
31.
Zurück zum Zitat Varelas, K., Dahito, M.A.: Benchmarking multivariate solvers of SciPy on the noiseless testbed. In: Proceedings of the Genetic and Evolutionary Computation Conference, GECCO 2019, pp. 1946–1954. Association for Computing Machinery, New York (2019). https://doi.org/10.1145/3319619.3326891 Varelas, K., Dahito, M.A.: Benchmarking multivariate solvers of SciPy on the noiseless testbed. In: Proceedings of the Genetic and Evolutionary Computation Conference, GECCO 2019, pp. 1946–1954. Association for Computing Machinery, New York (2019). https://​doi.​org/​10.​1145/​3319619.​3326891
Metadaten
Titel
On the Performance of the ORTHOMADS Algorithm on Continuous and Mixed-Integer Optimization Problems
verfasst von
Marie-Ange Dahito
Laurent Genest
Alessandro Maddaloni
José Neto
Copyright-Jahr
2021
DOI
https://doi.org/10.1007/978-3-030-91885-9_3

Premium Partner