Benchmarking the NEWUOA on the BBOB-2009 function testbed

The NEWUOA which belongs to the class of Derivative-Free optimization algorithms is benchmarked on the BBOB-2009 noisefree testbed. A multistart strategy is applied with a maximum number of function evaluations of up to 105 times the search space dimension resulting in the algorithm solving 11 functions in 20-D. The results of the algorithm using the recommended number of interpolation points for the underlying model and the full model are shown and discussed. Categories and Subject Descriptors

• Type: Conference
• Year: 2009
• Where: GECCO
• Authors: Raymond Ros
• Keywords: Derivative-free Optimization Algorithms, GECCO 2009, Maximum Number, Optimization, Search Space Dimension