On benchmarking stochastic global optimization algorithms

MaRDI QIDQ4639672zbMATH OpenFDO

Authors E. M. T. Hendrix, Algirdas Lančinskas

Publication date 11 May 2018

Full work available at URL https://content.iospress.com/articles/informatica/inf1077

zbMATH Keywords

benchmarkblack-boxmeta-heuristicstochastic global optimization

Mathematics Subject Classification ID

Stochastic programming (90C15) Nonconvex programming, global optimization (90C26) Approximation methods and heuristics in mathematical programming (90C59)

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(7)

• How to assess and report the performance of a stochastic algorithm on a benchmark problem: \textit{mean} or \textit{best} result on a number of runs?
• scientific article; zbMATH DE number 6869269 (Why is no real title available?)
• A linear constrained optimization Benchmark for probabilistic search algorithms: the rotated Klee-Minty problem
• A comparison of global and semi-local approximation in \(T\)-stage stochastic optimization
• On the investigation of stochastic global optimization algorithms
• Matching stochastic algorithms to objective function landscapes
• A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems

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