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RC
2007
113views more  RC 2007»
13 years 10 months ago
A Search Algorithm for Calculating Validated Reliability Bounds
The search algorithm presented allows the CDF of a dependent variable to be bounded with 100%confidence,andallowsforaguaranteedevaluationof theerror involved.Thesereliabilitybound...
Fulvio Tonon
SIAMSC
2008
191views more  SIAMSC 2008»
13 years 11 months ago
ORBIT: Optimization by Radial Basis Function Interpolation in Trust-Regions
Abstract. We present a new derivative-free algorithm, ORBIT, for unconstrained local optimization of computationally expensive functions. A trust-region framework using interpolati...
Stefan M. Wild, Rommel G. Regis, Christine A. Shoe...
CORR
2010
Springer
97views Education» more  CORR 2010»
13 years 11 months ago
Analysis of a Splitting Estimator for Rare Event Probabilities in Jackson Networks
We consider a standard splitting algorithm for the rare-event simulation of overflow probabilities in any subset of stations in a Jackson network at level n, starting at a fixed i...
Jose Blanchet, Kevin Leder, Yixi Shi
AUSAI
2009
Springer
14 years 2 months ago
Classification-Assisted Memetic Algorithms for Equality-Constrained Optimization Problems
Regressions has successfully been incorporated into memetic algorithm (MA) to build surrogate models for the objective or constraint landscape of optimization problems. This helps ...
Stephanus Daniel Handoko, Chee Keong Kwoh, Yew-Soo...
GECCO
2009
Springer
134views Optimization» more  GECCO 2009»
14 years 3 months ago
Benchmarking the BFGS algorithm on the BBOB-2009 function testbed
The BFGS quasi-Newton method is benchmarked on the noiseless BBOB-2009 testbed. A multistart strategy is applied with a maximum number of function evaluations of 105 times the sea...
Raymond Ros
GECCO
2010
Springer
180views Optimization» more  GECCO 2010»
14 years 3 months ago
Comparing results of 31 algorithms from the black-box optimization benchmarking BBOB-2009
This paper presents results of the BBOB-2009 benchmarking of 31 search algorithms on 24 noiseless functions in a black-box optimization scenario in continuous domain. The runtime ...
Nikolaus Hansen, Anne Auger, Raymond Ros, Steffen ...
GECCO
2010
Springer
190views Optimization» more  GECCO 2010»
14 years 3 months ago
Comparing the (1+1)-CMA-ES with a mirrored (1+2)-CMA-ES with sequential selection on the noiseless BBOB-2010 testbed
In this paper, we compare the (1+1)-CMA-ES to the (1+2s m)CMA-ES, a recently introduced quasi-random (1+2)-CMAES that uses mirroring as derandomization technique as well as a sequ...
Anne Auger, Dimo Brockhoff, Nikolaus Hansen
EMO
2005
Springer
120views Optimization» more  EMO 2005»
14 years 4 months ago
Multiobjective Optimization on a Budget of 250 Evaluations
Abstract. In engineering and other ‘real-world’ applications, multiobjective optimization problems must frequently be tackled on a tight evaluation budget — tens or hundreds ...
Joshua D. Knowles, Evan J. Hughes
EVOW
2010
Springer
14 years 5 months ago
Investigating the Local-Meta-Model CMA-ES for Large Population Sizes
For many real-life engineering optimization problems, the cost of one objective function evaluation can take several minutes or hours. In this context, a popular approach to reduce...
Zyed Bouzarkouna, Anne Auger, Didier Yu Ding