Staff Publications

Staff Publications

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    'Staff publications' is the digital repository of Wageningen University & Research

    'Staff publications' contains references to publications authored by Wageningen University staff from 1976 onward.

    Publications authored by the staff of the Research Institutes are available from 1995 onwards.

    Full text documents are added when available. The database is updated daily and currently holds about 240,000 items, of which 72,000 in open access.

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Record number 497441
Title On benchmarking Stochastic Global Optimization Algorithms
Author(s) Hendrix, E.M.T.; Lancinskas, A.
Source Informatica 26 (2015)4. - ISSN 0868-4952 - p. 649 - 662.
Department(s) Operations Research and Logistics
Publication type Refereed Article in a scientific journal
Publication year 2015
Abstract A multitude of heuristic stochastic optimization algorithms have been described in literature to obtain good solutions of the box-constrained global optimization problem often with a limit on the number of used function evaluations. In the larger question of which algorithms behave well on which type of instances, our focus is here on the benchmarking of the behavior of algorithms by applying experiments on test instances. We argue that a good minimum performance benchmark is due to pure random search; i.e. algorithms should do better. We introduce the concept of the cumulative
distribution function of the record value as a measure with the benchmark of pure random search and the idea of algorithms being dominated by others. The concepts are illustrated using frequently used algorithms.
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