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“Meet a GERAD researcher!” seminar

Benchmarking algorithms on large test sets

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Oct 21, 2025   03:00 PM — 04:00 PM

Charles Audet Full professor, Department of Mathematics and Industrial Engineering, Polytechnique Montréal, Canada

Charles Audet

Presentation on YouTube in French.

Benchmarking is essential for assessing the effectiveness of optimization algorithms. This is especially true in derivative-free optimization, where target problems are often complex simulations that require extensive time to evaluate. This limits the number of evaluations that can be performed, making it critical to have a good understanding of the potential quality of various algorithms. This talk reviews standard benchmarking methods, including convergence plots, performance profiles, data profiles, and accuracy profiles, widely used to evaluate optimization algorithms. The primary contribution is a formal extension of these benchmarking techniques to three specific contexts: constrained optimization, multi-objective optimization, and surrogate-based optimization. Benchmarking codes are proposed and made available to the community.

Olivier Bahn organizer

Location

Hybrid activity at GERAD
Zoom et salle 4488
Pavillon André-Aisenstadt
Campus de l'Université de Montréal
2920, chemin de la Tour

Montréal Québec H3T 1J4
Canada