Skip to main content

2021 | OriginalPaper | Buchkapitel

Tuning Algorithms for Stochastic Black-Box Optimization: State of the Art and Future Perspectives

verfasst von : Thomas Bartz-Beielstein, Frederik Rehbach, Margarita Rebolledo

Erschienen in: Black Box Optimization, Machine Learning, and No-Free Lunch Theorems

Verlag: Springer International Publishing

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

search-config
loading …

Abstract

The focus of this paper lies on automatic and interactive tuning methods for stochastic optimization algorithms, e.g., evolutionary algorithms. Algorithm tuning is important because it helps to avoid wrong parameter settings, to improve the existing algorithms, to select the best algorithm for working with a real-world problem, to show the value of a novel algorithm, to evaluate the performance of an optimization algorithm when different option settings are used, and to obtain an algorithm instance that is robust to changes in problem specification. This chapter discusses strategical issues and defines eight key topics for tuning, namely, optimization algorithms, test problems, experimental setup, performance metrics, reporting, parallelization, tuning methods, and software. Features of established tuning software packages such as IRACE, SPOT, SMAC, and ParamILS are compared.

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
2.
Zurück zum Zitat Addis, B., Locatelli, M.: A new class of test functions for global optimization. J. Glob. Optim. 38(3), 479–501 (2007) ISSN 0925-5001; 1573-2916/e Addis, B., Locatelli, M.: A new class of test functions for global optimization. J. Glob. Optim. 38(3), 479–501 (2007) ISSN 0925-5001; 1573-2916/e
3.
Zurück zum Zitat Andrei, N.: An unconstrained optimization test functions collection. Adv. Model. Optim. 10(1), 147–161 (2008) ISSN 1841-4311/e Andrei, N.: An unconstrained optimization test functions collection. Adv. Model. Optim. 10(1), 147–161 (2008) ISSN 1841-4311/e
4.
Zurück zum Zitat Ansótegui, C., Sellmann, M., Tierney, K.: A gender-based genetic algorithm for the automatic configuration of algorithms. In: Proceedings of Principles and Practice of Constraint Programming-CP 2009: 15th International Conference, CP 2009 Lisbon, 20–24 Sept 2009, p. 142. Springer, Berlin (2009) Ansótegui, C., Sellmann, M., Tierney, K.: A gender-based genetic algorithm for the automatic configuration of algorithms. In: Proceedings of Principles and Practice of Constraint Programming-CP 2009: 15th International Conference, CP 2009 Lisbon, 20–24 Sept 2009, p. 142. Springer, Berlin (2009)
5.
Zurück zum Zitat Ansótegui, C., Malitsky, Y., Samulowitz, H., Sellmann, M., Tierney, K.: Model-based genetic algorithms for algorithm configuration. In: Twenty-Fourth International Joint Conference on Artificial Intelligence (2015) Ansótegui, C., Malitsky, Y., Samulowitz, H., Sellmann, M., Tierney, K.: Model-based genetic algorithms for algorithm configuration. In: Twenty-Fourth International Joint Conference on Artificial Intelligence (2015)
6.
Zurück zum Zitat Audet, C., Orban, D.: Finding optimal algorithmic parameters using derivative-free optimization. SIAM J. Optim. 17(3), 642–664 (2006). ISSN 1052-6234; 1095-7189/e Audet, C., Orban, D.: Finding optimal algorithmic parameters using derivative-free optimization. SIAM J. Optim. 17(3), 642–664 (2006). ISSN 1052-6234; 1095-7189/e
7.
Zurück zum Zitat Audet, C., Dang, K.-C., Orban, D.: Optimization of algorithms with OPAL. Math. Program. Comput. 6(3), 233–254 (2014). ISSN 1867-2949; 1867-2957/e Audet, C., Dang, K.-C., Orban, D.: Optimization of algorithms with OPAL. Math. Program. Comput. 6(3), 233–254 (2014). ISSN 1867-2949; 1867-2957/e
8.
Zurück zum Zitat Bäck, T.: Evolutionary Algorithms in Theory and Practice. Oxford University Press, New York (1996)MATHCrossRef Bäck, T.: Evolutionary Algorithms in Theory and Practice. Oxford University Press, New York (1996)MATHCrossRef
9.
Zurück zum Zitat Barr, R., Hickman, B.: Reporting computational experiments with parallel algorithms: issues, measures, and experts’ opinions. ORSA J. Comput. 5(1), 2–18 (1993)MATHCrossRef Barr, R., Hickman, B.: Reporting computational experiments with parallel algorithms: issues, measures, and experts’ opinions. ORSA J. Comput. 5(1), 2–18 (1993)MATHCrossRef
10.
Zurück zum Zitat Barr, R., Golden, B., Kelly, J., Rescende, M., Stewart, W.: Designing and reporting on computational experiments with heuristic methods. J. Heuristics 1(1), 9–32 (1995)MATHCrossRef Barr, R., Golden, B., Kelly, J., Rescende, M., Stewart, W.: Designing and reporting on computational experiments with heuristic methods. J. Heuristics 1(1), 9–32 (1995)MATHCrossRef
14.
Zurück zum Zitat Bartz-Beielstein, T., Preuss, M.: The future of experimental research. In: Bartz-Beielstein, T., Chiarandini, M., Paquete, L., Preuss, M. (eds.) Experimental Methods for the Analysis of Optimization Algorithms, pp. 17–46. Springer, Berlin (2010)MATHCrossRef Bartz-Beielstein, T., Preuss, M.: The future of experimental research. In: Bartz-Beielstein, T., Chiarandini, M., Paquete, L., Preuss, M. (eds.) Experimental Methods for the Analysis of Optimization Algorithms, pp. 17–46. Springer, Berlin (2010)MATHCrossRef
15.
Zurück zum Zitat Bartz-Beielstein, T., Parsopoulos, K.E., Vrahatis, M.N.: Design and analysis of optimization algorithms using computational statistics. Appl. Numer. Anal. Comput. Math. 1(2), 413–433 (2004)MathSciNetMATHCrossRef Bartz-Beielstein, T., Parsopoulos, K.E., Vrahatis, M.N.: Design and analysis of optimization algorithms using computational statistics. Appl. Numer. Anal. Comput. Math. 1(2), 413–433 (2004)MathSciNetMATHCrossRef
19.
Zurück zum Zitat Beiranvand, V., Hare, W., Lucet, Y.: Best practices for comparing optimization algorithms. Optim. Eng. 18(4), 815–848 (2017)MathSciNetMATHCrossRef Beiranvand, V., Hare, W., Lucet, Y.: Best practices for comparing optimization algorithms. Optim. Eng. 18(4), 815–848 (2017)MathSciNetMATHCrossRef
20.
21.
Zurück zum Zitat Birattari, M., Yuan, Z., Balaprakash, P., Stützle, T.: Iterated F-race an overview. Technical report (2009) Birattari, M., Yuan, Z., Balaprakash, P., Stützle, T.: Iterated F-race an overview. Technical report (2009)
22.
Zurück zum Zitat Bischl, B., Wessing, S., Bauer, N., Friedrichs, K., Weihs, C.: MOI-MBO: multiobjective infill for parallel model-based optimization. In: International Conference on Learning and Intelligent Optimization, pp. 173–186. Springer, Berlin (2014) Bischl, B., Wessing, S., Bauer, N., Friedrichs, K., Weihs, C.: MOI-MBO: multiobjective infill for parallel model-based optimization. In: International Conference on Learning and Intelligent Optimization, pp. 173–186. Springer, Berlin (2014)
23.
Zurück zum Zitat Bongartz, I., Conn, A.R., Gould, N., Toint, P.L.: CUTE: constrained and unconstrained testing environment. ACM Trans. Math. Softw. 21(1), 123–160 (1995). ISSN 0098-3500; 1557-7295/e Bongartz, I., Conn, A.R., Gould, N., Toint, P.L.: CUTE: constrained and unconstrained testing environment. ACM Trans. Math. Softw. 21(1), 123–160 (1995). ISSN 0098-3500; 1557-7295/e
24.
Zurück zum Zitat Box, M.J.: A comparison of several current optimization methods, and the use of transformations in constrained problems. Comput. J. 9, 67–77 (1966). ISSN 0010-4620; 1460-2067/e Box, M.J.: A comparison of several current optimization methods, and the use of transformations in constrained problems. Comput. J. 9, 67–77 (1966). ISSN 0010-4620; 1460-2067/e
28.
Zurück zum Zitat Bussieck, M.R., Dirkse, S.P., Vigerske, S.: PAVER 2.0: an open source environment for automated performance analysis of benchmarking data. J. Glob. Optim. 59(2–3), 259–275 (2014). ISSN 0925-5001; 1573-2916/e Bussieck, M.R., Dirkse, S.P., Vigerske, S.: PAVER 2.0: an open source environment for automated performance analysis of benchmarking data. J. Glob. Optim. 59(2–3), 259–275 (2014). ISSN 0925-5001; 1573-2916/e
30.
Zurück zum Zitat Chen, C.H.: An effective approach to smartly allocate computing budget for discrete event simulation. In: Proceedings of the 34th IEEE Conference on Decision and Control, pp. 2598–2605 (1995) Chen, C.H.: An effective approach to smartly allocate computing budget for discrete event simulation. In: Proceedings of the 34th IEEE Conference on Decision and Control, pp. 2598–2605 (1995)
32.
Zurück zum Zitat Cohen, P.R.: Empirical Methods for Artificial Intelligence. MIT Press, Cambridge (1995)MATH Cohen, P.R.: Empirical Methods for Artificial Intelligence. MIT Press, Cambridge (1995)MATH
33.
Zurück zum Zitat Coy, S.P., Golden, B.L., Runger, G.C., Wasil, E.A.: Using experimental design to find effective parameter settings for heuristics. J. Heuristics 7(1), 77–97 (2000)MATHCrossRef Coy, S.P., Golden, B.L., Runger, G.C., Wasil, E.A.: Using experimental design to find effective parameter settings for heuristics. J. Heuristics 7(1), 77–97 (2000)MATHCrossRef
35.
Zurück zum Zitat Crowder, H.P., Dembo, R.S., Mulvey, J.M.: On reporting computational experiments with mathematical software. ACM Trans. Math. Softw. 5(2), 193–203 (1979)CrossRef Crowder, H.P., Dembo, R.S., Mulvey, J.M.: On reporting computational experiments with mathematical software. ACM Trans. Math. Softw. 5(2), 193–203 (1979)CrossRef
36.
Zurück zum Zitat Daniels, S.J., Rahat, A.A., Everson, R.M., Tabor, G.R., Fieldsend, J.E.: A suite of computationally expensive shape optimisation problems using computational fluid dynamics. In: International Conference on Parallel Problem Solving from Nature, pp. 296–307. Springer, Berlin (2018) Daniels, S.J., Rahat, A.A., Everson, R.M., Tabor, G.R., Fieldsend, J.E.: A suite of computationally expensive shape optimisation problems using computational fluid dynamics. In: International Conference on Parallel Problem Solving from Nature, pp. 296–307. Springer, Berlin (2018)
37.
Zurück zum Zitat De Jong, K.A.: An analysis of the behavior of a class of genetic adaptive systems. PhD thesis, University of Michigan (1975) De Jong, K.A.: An analysis of the behavior of a class of genetic adaptive systems. PhD thesis, University of Michigan (1975)
41.
Zurück zum Zitat Domes, F., Fuchs, M., Schichl, H., Neumaier, A.: The optimization test environment. Optim. Eng. 15(2), 443–468 (2014). ISSN 1389-4420; 1573-2924/e Domes, F., Fuchs, M., Schichl, H., Neumaier, A.: The optimization test environment. Optim. Eng. 15(2), 443–468 (2014). ISSN 1389-4420; 1573-2924/e
42.
Zurück zum Zitat Eason, E.D.: Evidence of fundamental difficulties in nonlinear optimization code comparisons. In: Mulvey, J.M. (ed.) Evaluating Mathematical Programming Techniques, pp. 60–71. Springer, Berlin (1982). ISBN 978-3-642-95406-1CrossRef Eason, E.D.: Evidence of fundamental difficulties in nonlinear optimization code comparisons. In: Mulvey, J.M. (ed.) Evaluating Mathematical Programming Techniques, pp. 60–71. Springer, Berlin (1982). ISBN 978-3-642-95406-1CrossRef
43.
Zurück zum Zitat Eason, E., Fenton, R.: A comparison of numerical optimization methods for engineering design. J. Eng. Ind. 96(1), 196–200 (1974)CrossRef Eason, E., Fenton, R.: A comparison of numerical optimization methods for engineering design. J. Eng. Ind. 96(1), 196–200 (1974)CrossRef
47.
Zurück zum Zitat Floudas, C.A., Pardalos, P.M., Adjiman, C.S., Esposito, W.R., Gümüş, Z.H., Harding, S.T., Klepeis, J.L., Meyer, C.A., Schweiger, C.A.: Handbook of Test Problems in Local and Global Optimization, vol. 33. Kluwer Academic, Dordrecht (1999). ISBN 0-7923-5801-5/hbk Floudas, C.A., Pardalos, P.M., Adjiman, C.S., Esposito, W.R., Gümüş, Z.H., Harding, S.T., Klepeis, J.L., Meyer, C.A., Schweiger, C.A.: Handbook of Test Problems in Local and Global Optimization, vol. 33. Kluwer Academic, Dordrecht (1999). ISBN 0-7923-5801-5/hbk
49.
Zurück zum Zitat Ginsbourger, D., Le Riche, R., Carraro, L.: Kriging is well-suited to parallelize optimization. In: Computational Intelligence in Expensive Optimization Problems, pp. 131–162. Springer, Berlin (2010) Ginsbourger, D., Le Riche, R., Carraro, L.: Kriging is well-suited to parallelize optimization. In: Computational Intelligence in Expensive Optimization Problems, pp. 131–162. Springer, Berlin (2010)
51.
Zurück zum Zitat Goldberg, D.E., Deb, K., Clark, J.H.: Genetic algorithms, noise, and the sizing of populations. Complex Syst. 6, 333 (1992)MATH Goldberg, D.E., Deb, K., Clark, J.H.: Genetic algorithms, noise, and the sizing of populations. Complex Syst. 6, 333 (1992)MATH
52.
Zurück zum Zitat Gould, N., Scott, J.: A note on performance profiles for benchmarking software. ACM Trans. Math. Softw. 43(2), 5 (2016). ISSN 0098-3500; 1557-7295/e, Id/No 15 Gould, N., Scott, J.: A note on performance profiles for benchmarking software. ACM Trans. Math. Softw. 43(2), 5 (2016). ISSN 0098-3500; 1557-7295/e, Id/No 15
56.
Zurück zum Zitat Hare, W., Wang, Y.: Fairer benchmarking of optimization algorithms via derivative free optimization. Technical report, Optimization-online (2010) Hare, W., Wang, Y.: Fairer benchmarking of optimization algorithms via derivative free optimization. Technical report, Optimization-online (2010)
58.
Zurück zum Zitat Hastie, T., Tibshirani, R., Friedman, J.: The Elements of Statistical Learning. Springer, Berlin (2001)MATHCrossRef Hastie, T., Tibshirani, R., Friedman, J.: The Elements of Statistical Learning. Springer, Berlin (2001)MATHCrossRef
60.
Zurück zum Zitat Himmelblau, D.M.: Applied Nonlinear Programming. McGraw-Hill, New York (1972)MATH Himmelblau, D.M.: Applied Nonlinear Programming. McGraw-Hill, New York (1972)MATH
61.
Zurück zum Zitat Hoos, H.H., Stützle, T.: Stochastic Local Search—Foundations and Applications. Elsevier, Amsterdam (2005)MATH Hoos, H.H., Stützle, T.: Stochastic Local Search—Foundations and Applications. Elsevier, Amsterdam (2005)MATH
62.
Zurück zum Zitat Huang, D., Allen, T.T., Notz, W.I., Zeng, N.: Global optimization of stochastic black-box systems via sequential Kriging meta-models. J. Glob. Optim. 34(3), 441–466 (2006)MathSciNetMATHCrossRef Huang, D., Allen, T.T., Notz, W.I., Zeng, N.: Global optimization of stochastic black-box systems via sequential Kriging meta-models. J. Glob. Optim. 34(3), 441–466 (2006)MathSciNetMATHCrossRef
63.
Zurück zum Zitat Hutter, F., Babic, D., Hoos, H.H., Hu, A.J.: Boosting verification by automatic tuning of decision procedures. In: Proceedings of the Formal Methods in Computer Aided Design, FMCAD ’07, pp. 27–34. IEEE Computer Society, Washington (2007). ISBN 0-7695-3023-0, https://doi.org/10.1109/FMCAD.2007.13 Hutter, F., Babic, D., Hoos, H.H., Hu, A.J.: Boosting verification by automatic tuning of decision procedures. In: Proceedings of the Formal Methods in Computer Aided Design, FMCAD ’07, pp. 27–34. IEEE Computer Society, Washington (2007). ISBN 0-7695-3023-0, https://​doi.​org/​10.​1109/​FMCAD.​2007.​13
64.
Zurück zum Zitat Hutter, F., Hoos, H.H., Leyton-Brown, K., Stützle, T.: ParamILS: an automatic algorithm configuration framework. Technical report (2009) Hutter, F., Hoos, H.H., Leyton-Brown, K., Stützle, T.: ParamILS: an automatic algorithm configuration framework. Technical report (2009)
66.
Zurück zum Zitat IBM Corporation: CPLEX’s automatic tuning tool. Technical report, IBM (2014) IBM Corporation: CPLEX’s automatic tuning tool. Technical report, IBM (2014)
69.
Zurück zum Zitat Johnson, D.S., Aragon, C.R., McGeoch, L.A., Schevon, C.: Optimization by simulated annealing: an experimental evaluation. Part I, graph partitioning. Oper. Res. 37(6), 865–892 (1989) Johnson, D.S., Aragon, C.R., McGeoch, L.A., Schevon, C.: Optimization by simulated annealing: an experimental evaluation. Part I, graph partitioning. Oper. Res. 37(6), 865–892 (1989)
70.
Zurück zum Zitat Johnson, D.S., Aragon, C.R., McGeoch, L.A., Schevon, C.: Optimization by simulated annealing: an experimental evaluation. Part II, graph coloring and number partitioning. Oper. Res. 39(3), 378–406 (1991) Johnson, D.S., Aragon, C.R., McGeoch, L.A., Schevon, C.: Optimization by simulated annealing: an experimental evaluation. Part II, graph coloring and number partitioning. Oper. Res. 39(3), 378–406 (1991)
71.
Zurück zum Zitat Johnson, D.S., McGeoch, L., Rothberg, E.: Asymptotic experimental analysis for the Held-Karp traveling salesman bound. In: Proceedings of the Seventh Annual ACM-SIAM Symposium on Discrete Algorithms, vol. 81, pp. 341–350 (1996)MathSciNetMATH Johnson, D.S., McGeoch, L., Rothberg, E.: Asymptotic experimental analysis for the Held-Karp traveling salesman bound. In: Proceedings of the Seventh Annual ACM-SIAM Symposium on Discrete Algorithms, vol. 81, pp. 341–350 (1996)MathSciNetMATH
72.
Zurück zum Zitat Jones, D.R., Schonlau, M., Welch, W.J.: Efficient global optimization of expensive black-box functions. J. Glob. Optim. 13(4), 455–492 (1998)MathSciNetMATHCrossRef Jones, D.R., Schonlau, M., Welch, W.J.: Efficient global optimization of expensive black-box functions. J. Glob. Optim. 13(4), 455–492 (1998)MathSciNetMATHCrossRef
74.
Zurück zum Zitat Kennedy, J., Eberhart, R.C.: Particle swarm optimization. In: Proceedings IEEE International Conference on Neural Networks, pp. 1942–1948. IEEE, Piscataway (1995) Kennedy, J., Eberhart, R.C.: Particle swarm optimization. In: Proceedings IEEE International Conference on Neural Networks, pp. 1942–1948. IEEE, Piscataway (1995)
75.
Zurück zum Zitat Kleijnen, J.P.C.: Statistical Tools for Simulation Practitioners. Marcel Dekker, New York (1987)MATH Kleijnen, J.P.C.: Statistical Tools for Simulation Practitioners. Marcel Dekker, New York (1987)MATH
76.
Zurück zum Zitat Kleijnen, J.P.C.: Design and Analysis of Simulation Experiments. Springer, New York (2008)MATH Kleijnen, J.P.C.: Design and Analysis of Simulation Experiments. Springer, New York (2008)MATH
80.
Zurück zum Zitat Liu, D., Zhang, X.: Test problem generator by neural network for algorithms that try solving nonlinear programming problems globally. J. Glob. Optim. 16(3), 229–243 (2000). ISSN 0925-5001; 1573-2916/e Liu, D., Zhang, X.: Test problem generator by neural network for algorithms that try solving nonlinear programming problems globally. J. Glob. Optim. 16(3), 229–243 (2000). ISSN 0925-5001; 1573-2916/e
81.
Zurück zum Zitat Lobo, F.G., Lima, C.F., Michalewicz, Z. (eds.): Parameter Setting in Evolutionary Algorithms. Studies in Computational Intelligence, vol. 54. Springer, Berlin (2007). ISBN 978-3-540-69431-1 Lobo, F.G., Lima, C.F., Michalewicz, Z. (eds.): Parameter Setting in Evolutionary Algorithms. Studies in Computational Intelligence, vol. 54. Springer, Berlin (2007). ISBN 978-3-540-69431-1
82.
Zurück zum Zitat Lopez-Ibanez, M., Dubois-Lacoste, J., Stützle, T., Birattari, M.: The irace package, iterated race for automatic algorithm configuration. Technical Report 2011-004, IRIDIA (2011) Lopez-Ibanez, M., Dubois-Lacoste, J., Stützle, T., Birattari, M.: The irace package, iterated race for automatic algorithm configuration. Technical Report 2011-004, IRIDIA (2011)
83.
Zurück zum Zitat McGeoch, C.C.: Experimental Analysis of Algorithms. PhD thesis, Carnegie Mellon University, Pittsburgh (1986) McGeoch, C.C.: Experimental Analysis of Algorithms. PhD thesis, Carnegie Mellon University, Pittsburgh (1986)
84.
Zurück zum Zitat McGeoch, C.C.: Toward an experimental method for algorithm simulation. INFORMS J. Comput. 8(1), 1–15 (1996)MATHCrossRef McGeoch, C.C.: Toward an experimental method for algorithm simulation. INFORMS J. Comput. 8(1), 1–15 (1996)MATHCrossRef
86.
Zurück zum Zitat McGeoch, C.C.: A Guide to Experimental Algorithmics, 1st edn. Cambridge University Press, New York (2012). ISBN 0521173019, 9780521173018 McGeoch, C.C.: A Guide to Experimental Algorithmics, 1st edn. Cambridge University Press, New York (2012). ISBN 0521173019, 9780521173018
87.
Zurück zum Zitat Miele, A., Tietze, J., Levy, A.: Comparison of several gradient algorithms for mathematical programming problems. Technical report, Rice University (1972)MATH Miele, A., Tietze, J., Levy, A.: Comparison of several gradient algorithms for mathematical programming problems. Technical report, Rice University (1972)MATH
88.
Zurück zum Zitat Montgomery, D.C.: Design and Analysis of Experiments, 5th edn. Wiley, New York (2001) Montgomery, D.C.: Design and Analysis of Experiments, 5th edn. Wiley, New York (2001)
89.
Zurück zum Zitat Moré, J.J., Wild, S.M.: Benchmarking derivative-free optimization algorithms. SIAM J. Optim. 20(1), 172–191 (2009). ISSN 1052-6234; 1095-7189/e Moré, J.J., Wild, S.M.: Benchmarking derivative-free optimization algorithms. SIAM J. Optim. 20(1), 172–191 (2009). ISSN 1052-6234; 1095-7189/e
90.
Zurück zum Zitat More, J.J., Garbow, B.S., Hillstrom, K.E.: Testing unconstrained optimization software. ACM Trans. Math. Softw. 7(1), 17–41 (1981)MathSciNetMATHCrossRef More, J.J., Garbow, B.S., Hillstrom, K.E.: Testing unconstrained optimization software. ACM Trans. Math. Softw. 7(1), 17–41 (1981)MathSciNetMATHCrossRef
94.
Zurück zum Zitat Nell, C., Fawcett, C., Hoos, H.H., Leyton-Brown, K.: Hal: a framework for the automated analysis and design of high-performance algorithms. In: Coello, C.A.C. (ed.) Learning and Intelligent Optimization, pp. 600–615. Springer, Berlin (2011). ISBN 978-3-642-25566-3CrossRef Nell, C., Fawcett, C., Hoos, H.H., Leyton-Brown, K.: Hal: a framework for the automated analysis and design of high-performance algorithms. In: Coello, C.A.C. (ed.) Learning and Intelligent Optimization, pp. 600–615. Springer, Berlin (2011). ISBN 978-3-642-25566-3CrossRef
99.
Zurück zum Zitat Rardin, R., Uzsoy, R.: Experimental evaluation of heuristic optimization algorithms: a tutorial. J. Heuristics 7(3), 261–304 (2001)MATHCrossRef Rardin, R., Uzsoy, R.: Experimental evaluation of heuristic optimization algorithms: a tutorial. J. Heuristics 7(3), 261–304 (2001)MATHCrossRef
100.
Zurück zum Zitat Rechenberg, I.: Evolutionsstrategie: Optimierung technischer Systeme nach Prinzipien der biologischen Evolution. PhD thesis, Department of Process Engineering, Technical University of Berlin (1971) Rechenberg, I.: Evolutionsstrategie: Optimierung technischer Systeme nach Prinzipien der biologischen Evolution. PhD thesis, Department of Process Engineering, Technical University of Berlin (1971)
101.
Zurück zum Zitat Ridge, E.: Design of experiments for the tuning of optimisation algorithms. PhD thesis, The University of York (2007) Ridge, E.: Design of experiments for the tuning of optimisation algorithms. PhD thesis, The University of York (2007)
103.
Zurück zum Zitat Sacks, J., Welch, W.J., Mitchell, T.J., Wynn, H.P.: Design and analysis of computer experiments. Stat. Sci. 4(4), 409–435 (1989)MathSciNetMATH Sacks, J., Welch, W.J., Mitchell, T.J., Wynn, H.P.: Design and analysis of computer experiments. Stat. Sci. 4(4), 409–435 (1989)MathSciNetMATH
105.
Zurück zum Zitat Saltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M., Tarantola, S.: Global Sensitivity Analysis. Wiley, New York (2008)MATH Saltelli, A., Ratto, M., Andres, T., Campolongo, F., Cariboni, J., Gatelli, D., Saisana, M., Tarantola, S.: Global Sensitivity Analysis. Wiley, New York (2008)MATH
106.
Zurück zum Zitat Santner, T.J., Williams, B.J., Notz, W.I.: The Design and Analysis of Computer Experiments. Springer, Berlin (2003)MATHCrossRef Santner, T.J., Williams, B.J., Notz, W.I.: The Design and Analysis of Computer Experiments. Springer, Berlin (2003)MATHCrossRef
107.
Zurück zum Zitat Schagen, A., Rehbach, F., Bartz-Beielstein, T.: Model-based evolutionary algorithm for optimization of gas distribution systems in power plant electrostatic precipitators. Int. J. Gener. Storage Electricity Heat 9, 65–72 (2018) Schagen, A., Rehbach, F., Bartz-Beielstein, T.: Model-based evolutionary algorithm for optimization of gas distribution systems in power plant electrostatic precipitators. Int. J. Gener. Storage Electricity Heat 9, 65–72 (2018)
108.
Zurück zum Zitat Schwefel, H.-P.: Evolutionsstrategie und numerische Optimierung. PhD thesis, Technische Universität Berlin, Fachbereich Verfahrenstechnik, Berlin (1975) Schwefel, H.-P.: Evolutionsstrategie und numerische Optimierung. PhD thesis, Technische Universität Berlin, Fachbereich Verfahrenstechnik, Berlin (1975)
109.
Zurück zum Zitat Schwefel, H.P.: Evolution and Optimum Seeking. Sixth-Generation Computer Technology. Wiley, New York (1995) Schwefel, H.P.: Evolution and Optimum Seeking. Sixth-Generation Computer Technology. Wiley, New York (1995)
111.
Zurück zum Zitat Smit, S.K., Eiben, A.E.: Multi-problem parameter tuning using BONESA. In: Hao, J.K., Legrand, P., Collet, P., Monmarché, N., Lutton, E., Schoenauer, M. (eds.) Artificial Evolution, 10th International Conference Evolution Artificielle, pp. 222–233. Springer, Berlin (2011) Smit, S.K., Eiben, A.E.: Multi-problem parameter tuning using BONESA. In: Hao, J.K., Legrand, P., Collet, P., Monmarché, N., Lutton, E., Schoenauer, M. (eds.) Artificial Evolution, 10th International Conference Evolution Artificielle, pp. 222–233. Springer, Berlin (2011)
112.
Zurück zum Zitat Sóbester, A., Leary, S.J., Keane, A.J.: A parallel updating scheme for approximating and optimizing high fidelity computer simulations. Struct. Multidiscipl. Optim. 27(5), 371–383 (2004)CrossRef Sóbester, A., Leary, S.J., Keane, A.J.: A parallel updating scheme for approximating and optimizing high fidelity computer simulations. Struct. Multidiscipl. Optim. 27(5), 371–383 (2004)CrossRef
113.
Zurück zum Zitat Tukey, J.W.: Exploratory Data Analysis. Addison-Wesley, Reading (1977)MATH Tukey, J.W.: Exploratory Data Analysis. Addison-Wesley, Reading (1977)MATH
114.
Zurück zum Zitat Vodopija, A., Stork, J., Bartz-Beielstein, T., Filipič, B.: Model-based multiobjective optimization of elevator group control. In: Filipič, B., Bartz-Beielstein, T. (eds.) International Conference on High-Performance Optimization in Industry, HPOI 2018, Ljubljana, pp. 43–46, Oct 2018 Vodopija, A., Stork, J., Bartz-Beielstein, T., Filipič, B.: Model-based multiobjective optimization of elevator group control. In: Filipič, B., Bartz-Beielstein, T. (eds.) International Conference on High-Performance Optimization in Industry, HPOI 2018, Ljubljana, pp. 43–46, Oct 2018
115.
Zurück zum Zitat Wolpert, D.H., Macready, W.G.: No free lunch theorems for optimization. IEEE Trans. Evol. Comput. 1(1), 67–82 (1997)CrossRef Wolpert, D.H., Macready, W.G.: No free lunch theorems for optimization. IEEE Trans. Evol. Comput. 1(1), 67–82 (1997)CrossRef
Metadaten
Titel
Tuning Algorithms for Stochastic Black-Box Optimization: State of the Art and Future Perspectives
verfasst von
Thomas Bartz-Beielstein
Frederik Rehbach
Margarita Rebolledo
Copyright-Jahr
2021
DOI
https://doi.org/10.1007/978-3-030-66515-9_3

Premium Partner