Best practices for comparing optimization algorithms

Comparing, or benchmarking, of optimization algorithms is a complicated task that involves many subtle considerations to yield a fair and unbiased evaluation. In this paper, we systematically review the benchmarking process of optimization algorithms, and discuss the challenges of fair comparison. W...

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Bibliographic Details
Published in:Optimization and engineering Vol. 18; no. 4; pp. 815 - 848
Main Authors: Beiranvand, Vahid, Hare, Warren, Lucet, Yves
Format: Journal Article
Language:English
Published: New York Springer US 01.12.2017
Springer Nature B.V
Subjects:
Algorithms
Benchmarks
Control
Engineering
Environmental Management
Financial Engineering
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Optimization
Optimization algorithms
Systems Theory
Optimization algorithms
Benchmarking
Algorithm comparison
Software
Metric
Timing
Performance
Guidelines
Testing
ISSN:1389-4420, 1573-2924
Online Access:Get full text
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Summary:Comparing, or benchmarking, of optimization algorithms is a complicated task that involves many subtle considerations to yield a fair and unbiased evaluation. In this paper, we systematically review the benchmarking process of optimization algorithms, and discuss the challenges of fair comparison. We provide suggestions for each step of the comparison process and highlight the pitfalls to avoid when evaluating the performance of optimization algorithms. We also discuss various methods of reporting the benchmarking results. Finally, some suggestions for future research are presented to improve the current benchmarking process.
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ISSN:1389-4420
1573-2924
DOI:10.1007/s11081-017-9366-1