Benchmarking algorithms on large test sets
Charles Audet – Professeur titulaire, Département de mathématiques et de génie industriel, Polytechnique Montréal, Canada
Présentation sur YouTube en français.
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.
Lieu
Pavillon André-Aisenstadt
Campus de l'Université de Montréal
2920, chemin de la Tour
Montréal Québec H3T 1J4
Canada