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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Vydáno v:Optimization and engineering Ročník 18; číslo 4; s. 815 - 848
Hlavní autoři: Beiranvand, Vahid, Hare, Warren, Lucet, Yves
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York Springer US 01.12.2017
Springer Nature B.V
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ISSN:1389-4420, 1573-2924
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Abstract 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.
AbstractList 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.
Author Lucet, Yves
Beiranvand, Vahid
Hare, Warren
Author_xml – sequence: 1
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  surname: Beiranvand
  fullname: Beiranvand, Vahid
  organization: Department of Computer Science, University of British Columbia
– sequence: 2
  givenname: Warren
  surname: Hare
  fullname: Hare, Warren
  organization: Department of Mathematics, University of British Columbia
– sequence: 3
  givenname: Yves
  surname: Lucet
  fullname: Lucet, Yves
  email: yves.lucet@ubc.ca
  organization: Department of Computer Science, University of British Columbia
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Snippet Comparing, or benchmarking, of optimization algorithms is a complicated task that involves many subtle considerations to yield a fair and unbiased evaluation....
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SubjectTerms Algorithms
Benchmarks
Control
Engineering
Environmental Management
Financial Engineering
Mathematics
Mathematics and Statistics
Operations Research/Decision Theory
Optimization
Optimization algorithms
Systems Theory
Title Best practices for comparing optimization algorithms
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Volume 18
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