Title
Black box optimization benchmarking of the GLOBAL method.
Abstract
GLOBAL is a multi-start type stochastic method for bound constrained global optimization problems. Its goal is to find the best local minima that are potentially global. For this reason it involves a combination of sampling, clustering, and local search. The role of clustering is to reduce the number of local searches by forming groups of points around the local minimizers from a uniformly sampled domain and to start few local searches in each of those groups. We evaluate the performance of the GLOBAL algorithm on the BBOB 2009 noiseless testbed, containing problems which reflect the typical difficulties arising in real-world applications. The obtained results are also compared with those obtained form the simple multi-start procedure in order to analyze the effects of the applied clustering rule. An improved parameterization is introduced in the GLOBAL method and the performance of the new procedure is compared with the performance of the MATLAB GlobalSearch solver by using the BBOB 2010 test environment.
Year
DOI
Venue
2012
10.1162/EVCO_a_00089
Evolutionary Computation
Keywords
Field
DocType
clustering rule,global algorithm,local minimum,local minimizer,global method,multi-start type stochastic method,new procedure,local search,global optimization problem,simple multi-start procedure,black box optimization,clustering,global optimization,benchmarking,local minima
Black box (phreaking),Mathematical optimization,MATLAB,Global optimization,Maxima and minima,Sampling (statistics),Artificial intelligence,Solver,Local search (optimization),Cluster analysis,Machine learning,Mathematics
Journal
Volume
Issue
ISSN
20
4
1530-9304
Citations 
PageRank 
References 
7
0.43
16
Authors
4
Name
Order
Citations
PageRank
László Pál1594.78
Tibor Csendes223238.35
Mihály Csaba Markót37911.66
arnold neumaier41019161.61