Comparison of cauchy EDA and rosenbrock's algorithms on the BBOB noiseless testbed

Estimation-of-distribution algorithm equipped with Cauchy distribution (Cauchy EDA) is compared with Rosenbrock’s local search algorithm. Both algorithms were already presented at the 2009 black-box optimization benchmarking workshop where Cauchy EDA usually ranked better than Rosenbrock’s algorithm. This paper compares them in more detail and adds to the understanding of their key differences. Categories and Subject Descriptors

• Type: Conference
• Year: 2010
• Where: GECCO
• Authors: Petr Posík
• Keywords: Cauchy Distribution, Cauchy EDA, GECCO 2010, Optimization, Rosenbrock’s Local Search