Multidimensional constrained black-box global optimization problems are considered in this talk. Various aspects of numerical comparison of deterministic and stochastic methods for solving these challenging problems are investigated. A novel methodology to verify the methods performance is discussed which is based on the operational zones and aggregated operational zones recently proposed by the authors. This methodology is then illustrated on testing some known global optimization methods with the usage of the GKLS-generators of test classes.
On numerical testing of black-box global optimization methods
Dmitry Kvasov
Supervision
;Yaroslav SergeevMembro del Collaboration Group
;Marat MukhametzhanovMembro del Collaboration Group
2019-01-01
Abstract
Multidimensional constrained black-box global optimization problems are considered in this talk. Various aspects of numerical comparison of deterministic and stochastic methods for solving these challenging problems are investigated. A novel methodology to verify the methods performance is discussed which is based on the operational zones and aggregated operational zones recently proposed by the authors. This methodology is then illustrated on testing some known global optimization methods with the usage of the GKLS-generators of test classes.File in questo prodotto:
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