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Article Details

Copyright Statement: This is an open access article licensed under a Creative Commons Attribution 4.0 International License, which permits unrestricted use, distribution, and reproduction in any medium, even commercially as long as the original work is properly cited.

New Criteria for Comparing Global Stochastic Derivative-Free Optimization Algorithms

Author 1: Jonathan McCart
Author 2: Ahmad Almomani

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Digital Object Identifier (DOI) : 10.14569/IJACSA.2019.0100781

Article Published in International Journal of Advanced Computer Science and Applications(IJACSA), Volume 10 Issue 7, 2019.

  • Abstract and Keywords
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Abstract: For many situations, the function that best models a situation or data set can have a derivative that may be difficult or impossible to find, leading to difficulties in obtaining information about the optimal values of the function. Thus, numerical methods for finding these important values without the direct involvement of the derivative have been developed, making the representation and interpretation of the results for these algorithms of importance to the researchers using them. This is the motivation to use and compare between derivative-free optimization (DFO) algorithms. The comparison methods developed in this paper were tested using three global solvers: Genetic Algorithm (GA), Particle Swarm Optimization (PSO), and Simulated Annealing (SA) on a set of 26 n-dimensional test problems of varying convexity, continuity, differentiability, separability, and modality. Each solver was run 100 times per problem at 2, 20, 50 and 100 dimensions. The formulation for each algorithm used comes from the MATLAB Optimization Toolbox, unedited or revised. New criteria for comparing DFO solver performance are introduced in terms defined as Speed, Accuracy, and Efficiency, taken at different levels of precision and dimensionality. The numerical results for these benchmark problems are analyzed using these methods.

Keywords: Derivative-free optimization; algorithm comparison; test problem benchmarking

Jonathan McCart and Ahmad Almomani, “New Criteria for Comparing Global Stochastic Derivative-Free Optimization Algorithms” International Journal of Advanced Computer Science and Applications(IJACSA), 10(7), 2019. http://dx.doi.org/10.14569/IJACSA.2019.0100781

@article{McCart2019,
title = {New Criteria for Comparing Global Stochastic Derivative-Free Optimization Algorithms},
journal = {International Journal of Advanced Computer Science and Applications},
doi = {10.14569/IJACSA.2019.0100781},
url = {http://dx.doi.org/10.14569/IJACSA.2019.0100781},
year = {2019},
publisher = {The Science and Information Organization},
volume = {10},
number = {7},
author = {Jonathan McCart and Ahmad Almomani}
}


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