Research on new optimization algorithms is often funded based on the motivation that such algorithms might improve the capabilities to deal with real-world and industrially relevant optimization challenges. Besides a huge variety of different evolutionary and metaheuristic optimization algorithms, also a large number of test problems and benchmark suites have been developed and used for comparative assessments of algorithms, in the context of global, continuous, and black-box optimization. For many of the commonly used synthetic benchmark problems or artificial fitness landscapes, there are however, no methods available, to relate the resulting algorithm performance assessments to technologically relevant real-world optimization problems, or vice versa. Also, from a theoretical perspective, many of the commonly used benchmark problems and approaches have little to no generalization value. Based on a mini-review of publications with critical comments, advice, and new approaches, this communication aims to give a constructive perspective on several open challenges and prospective research directions related to systematic and generalizable benchmarking for black-box optimization.
Université Paris Est Créteil(巴黎东克雷泰伊大学);Vinci autoroutes(万喜高速公路公司)
This paper analyzes the performance of the Fractal Decomposition Algorithm (FDA) metaheuristic applied to low-dimensional continuous optimization problems. This algorithm was originally developed specifically to deal efficiently with high-dimensional continuous optimization problems by building a fractal-based search tree with a branching factor linearly proportional to the number of dimensions. Here, we aim to answer the question of whether FDA could be equally effective for low-dimensional problems. For this purpose, we evaluate the performance of FDA on the Black Box Optimization Benchmark …
This paper introduces Gnowee, a modular, Python-based, open-source hybrid metaheuristic optimization algorithm (Available from https://github.com/SlaybaughLab/Gnowee). Gnowee is designed for rapid convergence to nearly globally optimum solutions for complex, constrained nuclear engineering problems with mixed-integer and combinatorial design vectors and high-cost, noisy, discontinuous, black box objective function evaluations. Gnowee's hybrid metaheuristic framework is a new combination of a set of diverse, robust heuristics that appropriately balance diversification and intensification strate…
In the field of derivative-free optimization, both of its main branches, the deterministic and nature-inspired techniques, experienced in recent years substantial advancement. In this paper, we provide an extensive computational comparison of selected methods from each of these branches. The chosen representatives were either standard and well-utilized methods, or the best-performing methods from recent numerical comparisons. The computational comparison was performed on five different benchmark sets and the results were analyzed in terms of performance, time complexity, and convergence proper…
This document briefly describes the Black-Box Multi-Objective Optimization Benchmarking (BMOBench) platform. It presents the test problems, evaluation procedure, and experimental setup. To this end, the BMOBench is demonstrated by comparing recent multi-objective solvers from the literature, namely SMS-EMOA, DMS, and MO-SOO.
Inria research centre Saclay(法国国家信息与自动化研究所萨克雷研究中心);CMAP, Ecole Polytechnique(巴黎综合理工学院应用数学中心);Hanoi National University of Education(河内国家教育大学);Jožef Stefan Institute(约瑟夫·斯特凡研究所)
The bbob-largescale test suite, containing 24 single-objective functions in continuous domain, extends the well-known single-objective noiseless bbob test suite, which has been used since 2009 in the BBOB workshop series, to large dimension. The core idea is to make the rotational transformations R, Q in search space that appear in the bbob test suite computationally cheaper while retaining some desired properties. This documentation presents an approach that replaces a full rotational transformation with a combination of a block-diagonal matrix and two permutation matrices in order to constru…
A Review of 315 Benchmark and Test Functions for Machine Learning Optimization Algorithms and Metaheuristics with Mathematical and Visual Descriptions
Clemson University(克莱姆森大学);University of Guelph(圭尔夫大学);American University of Sharjah(沙迦美国大学);University of Miami(迈阿密大学);University of Technology Sydney(悉尼科技大学)
Feature-based algorithm selection aims to automatically find the best one from a portfolio of optimization algorithms on an unseen problem based on its landscape features. Feature-based algorithm selection has recently received attention in the research field of black-box numerical optimization. However, there is still room for analysis of algorithm selection for black-box optimization. Most previous studies have focused only on whether an algorithm selection system can outperform the single-best solver in a portfolio. In addition, a benchmarking methodology for algorithm selection systems has…
Theoretical and empirical research on evolutionary computation methods complement each other by providing two fundamentally different approaches towards a better understanding of black-box optimization heuristics. In discrete optimization, both streams developed rather independently of each other, but we observe today an increasing interest in reconciling these two sub-branches. In continuous optimization, the COCO (COmparing Continuous Optimisers) benchmarking suite has established itself as an important platform that theoreticians and practitioners use to exchange research ideas and question…
In this paper, we study the performance of IPOP-saACM-ES, recently proposed self-adaptive surrogate-assisted Covariance Matrix Adaptation Evolution Strategy. The algorithm was tested using restarts till a total number of function evaluations of $10^6D$ was reached, where $D$ is the dimension of the function search space. The experiments show that the surrogate model control allows IPOP-saACM-ES to be as robust as the original IPOP-aCMA-ES and outperforms the latter by a factor from 2 to 3 on 6 benchmark problems with moderate noise. On 15 out of 30 benchmark problems in dimension 20, IPOP-saAC…
EXPObench: Benchmarking Surrogate-based Optimisation Algorithms on Expensive Black-box Functions
School of Industrial Engineering, Eindhoven University of Technology(埃因霍温理工大学工业工程学院);Faculty of Electrical Engineering, Mathematics and Computer Science, Delft University of Technology(代尔夫特理工大学电气工程、数学与计算机科学学院)
In this paper, we study the performance of IPOP-saACM-ES and BIPOP-saACM-ES, recently proposed self-adaptive surrogate-assisted Covariance Matrix Adaptation Evolution Strategies. Both algorithms were tested using restarts till a total number of function evaluations of $10^6D$ was reached, where $D$ is the dimension of the function search space. We compared surrogate-assisted algorithms with their surrogate-less versions IPOP-saACM-ES and BIPOP-saACM-ES, two algorithms with one of the best overall performance observed during the BBOB-2009 and BBOB-2010. The comparison shows that the surrogate-a…
We propose a new black-box complexity model for search algorithms evaluating $λ$ search points in parallel. The parallel unary unbiased black-box complexity gives lower bounds on the number of function evaluations every parallel unary unbiased black-box algorithm needs to optimise a given problem. It captures the inertia caused by offspring populations in evolutionary algorithms and the total computational effort in parallel metaheuristics. We present complexity results for LeadingOnes and OneMax. Our main result is a general performance limit: we prove that on every function every $λ$-paralle…
BBOPlace-Bench: Benchmarking Black-Box Optimization for Chip Placement
National Key Laboratory for Novel Software Technology(国家新型软件技术重点实验室);School of Artificial Intelligence, Nanjing University(人工智能学院,南京大学);Huawei Noah’s Ark Lab(华为诺亚实验室)
We present a budget-free experimental setup and procedure for benchmarking numericaloptimization algorithms in a black-box scenario. This procedure can be applied with the COCO benchmarking platform. We describe initialization of and input to the algorithm and touch upon therelevance of termination and restarts.
A Closer Look at Agentic BBO: Benchmarking LLM Agents for Black-Box Optimization
State Key Laboratory of Novel Software Technology, Nanjing University(南京大学现代软件工程国家重点实验室);School of Artificial Intelligence, Nanjing University(南京大学人工智能学院)
Many Differential Evolution (DE) algorithms with various parameter control methods (PCMs) have been proposed. However, previous studies usually considered PCMs to be an integral component of a complex DE algorithm. Thus the characteristics and performance of each method are poorly understood. We present an in-depth review of 24 PCMs for the scale factor and crossover rate in DE and a large scale benchmarking study. We carefully extract the 24 PCMs from their original, complex algorithms and describe them according to a systematic manner. Our review facilitates the understanding of similarities…
Benchmarking is a key aspect of research into optimization algorithms, and as such the way in which the most popular benchmark suites are designed implicitly guides some parts of algorithm design. One of these suites is the black-box optimization benchmarking (BBOB) suite of 24 single-objective noiseless functions, which has been a standard for over a decade. Within this problem suite, different instances of a single problem can be created, which is beneficial for testing the stability and invariance of algorithms under transformations. In this paper, we investigate the BBOB instance creation …
Sparse and event-driven spiking neural network (SNN) algorithms are the ideal candidate solution for energy-efficient edge computing. Yet, with the growing complexity of SNN algorithms, it isn't easy to properly benchmark and optimize their computational cost without hardware in the loop. Although digital neuromorphic processors have been widely adopted to benchmark SNN algorithms, their black-box nature is problematic for algorithm-hardware co-optimization. In this work, we open the black box of the digital neuromorphic processor for algorithm designers by presenting the neuron processing ins…
WASHH: An Anchor-Aware Whale-Guided Selection Hyper-Heuristic for Continuous Optimization and SVC Configuration
Faculty of Applied Sciences, Macao Polytechnic University(澳门理工学院应用科学学院);School of Mechanical and Electrical Engineering and Automation, Shanghai University(上海大学机械与自动化工程学院);Pazhou Lab (Huangpu), Guangzhou(广州 Pazhou 实验室(黄埔));College of Animal Science and Technology, Zhongkai University of Agriculture and Engineering(仲恺农业工程学院动物科学与技术学院);Macao Polytechnic University(澳门理工学院)
We propose a multi-objective optimization algorithm aimed at achieving good anytime performance over a wide range of problems. Performance is assessed in terms of the hypervolume metric. The algorithm called HMO-CMA-ES represents a hybrid of several old and new variants of CMA-ES, complemented by BOBYQA as a warm start. We benchmark HMO-CMA-ES on the recently introduced bi-objective problem suite of the COCO framework (COmparing Continuous Optimizers), consisting of 55 scalable continuous optimization problems, which is used by the Black-Box Optimization Benchmarking (BBOB) Workshop 2016.
University of Technology Sydney (UTS)(悉尼科技大学);VNU University of Engineering and Technology (VNU-UET), Vietnam National University, Hanoi (VNU)(越南国立大学河内分校工程技术大学)
This paper presents a new algorithm named spherical vector-based particle swarm optimization (SPSO) to deal with the problem of path planning for unmanned aerial vehicles (UAVs) in complicated environments subjected to multiple threats. A cost function is first formulated to convert the path planning into an optimization problem that incorporates requirements and constraints for the feasible and safe operation of the UAV. SPSO is then used to find the optimal path that minimizes the cost function by efficiently searching the configuration space of the UAV via the correspondence between the par…