Comparing the niches of CMA-ES, CHC and pattern search using diverse benchmarks

Abstract

This paper explores two questions: 1) On a relatively difficult and varied set of test problems, can we observe differences in evolutionary search algorithm performance related to problem features? 2) How do the evolutionary algorithms compare to Pattern Search algorithms, a more traditional optimization tool popular in the larger scientific community? The results suggest there are consistent differences in algorithm performance that can be related back to problem features. Some new ideas for the construction of benchmark problems are also introduced. © Springer-Verlag Berlin Heidelberg 2006.