Name
Abstract | ||
|---|---|---|
Significant savings can be gained from terminating the optimization of a computationally expensive function well before traditional criteria, such as a maximum budget of evaluations, are satisfied. Early termination is desirable especially for noisy functions, where a solver could potentially proceed indefinitely while seeing changes insignificant relative to the noise. In this paper, we consider general termination tests that can be used in conjunction with any solver's built-in termination criteria. We propose parameterized families of termination tests, analyse their properties, and illustrate how they can employ an estimate of the function's noise level. Using a set of benchmark problems with both stochastic and deterministic noise and a set of derivative-free solvers, we compare the tests and their sensitivities to parameters in terms of both accuracy and efficiency. Recommendations are made for using the proposed tests in practice. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1080/10556788.2012.656116 | Optimization Methods and Software |
Keywords | Field | DocType |
early termination,deterministic noise,built-in termination criterion,computationally expensive function,termination test,benchmark problem,general termination test,noise level,noisy optimization,derivative-free solvers,non-intrusive termination,noisy function,derivative free optimization,satisfiability | Mathematical optimization,Derivative-free optimization,Parameterized complexity,Deterministic noise,Computer science,Noise level,Algorithm,Normalization property,Solver | Journal |
Volume | Issue | ISSN |
28 | 5 | 1055-6788 |
Citations | PageRank | References |
1 | 0.36 | 13 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Jeffrey Larson | 1 | 32 | 5.46 |
| StefanM. Wild | 2 | 1 | 0.36 |