Benchmarking the BFGS algorithm on the BBOB-2009 noisy testbed

The BFGS quasi-Newton method is benchmarked on the noisy BBOB-2009 testbed. A multistart strategy is applied with a maximum number of function evaluations of about 104 times the search space dimension. Categories and Subject Descriptors

• Type: Conference
• Year: 2009
• Where: GECCO
• Authors: Raymond Ros
• Keywords: GECCO 2009, Noisy Bbob-2009, Optimization, Search Space Dimension, Subject Descriptors