Design and Analysis of Optimization Algorithms Using Computational Statistics

DOI10.1002/ANAC.200410007MaRDI QIDQ3159469zbMATH OpenOpenAlexFDO

Authors Thomas Bartz-Beielstein, K. E. Parsopoulos, Michael N. Vrahatis

Publication date 16 February 2005

Published in Applied Numerical Analysis & Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/anac.200410007

zbMATH Keywords

numerical examplescomputational statisticsoptimization algorithmsexperimental designsdirect search algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Optimal statistical designs (62K05)

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Cites work

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• A Simplex Method for Function Minimization
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• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Direct search methods: Then and now
• Elevator group control using multiple reinforcement learning agents
• Introduction to evolutionary computing
• Making best use of model evaluations to compute sensitivity indices
• Recent approaches to global optimization problems through particle Swarm optimization
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Cited in

(13)

• Mixed models for the analysis of optimization algorithms
• Methods to compare expensive stochastic optimization algorithms with random restarts
• Using experimental design to analyze stochastic local search algorithms for multiobjectve problems
• Improving the performance of metaheuristics: an approach combining response surface methodology and racing algorithms
• Experimental research in evolutionary computation. The new experimentalism
• scientific article; zbMATH DE number 1874374 (Why is no real title available?)
• A study on the use of non-parametric tests for analyzing the evolutionary algorithms' behaviour: a case study on the CEC'2005 special session on real parameter optimization
• Statistical Analysis of Computational Tests of Algorithms and Heuristics
• Tuning Algorithms for Stochastic Black-Box Optimization: State of the Art and Future Perspectives
• On design and analysis of funnel testing experiments in webpage optimization
• A measure-theoretic analysis of stochastic optimization
• Analyzing evolutionary optimization and community detection algorithms using regression line dominance
• Learnheuristics: hybridizing metaheuristics with machine learning for optimization with dynamic inputs

Describes a project that uses

Uses Software

• fminsearch
• minpack
• DACE

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