Inspired by a method by Jones et al. (1993), we present a global optimization algorithm based on multilevel coordinate search. It is guaranteed to converge if the function is continuous in the neighborhood of a global minimizer. By starting a local search from certain good points, an improved convergence result is obtained. We discuss implementation details… (More)
The software package SNOBFIT for bound-constrained (and soft-constrained) noisy optimization of an expensive objective function is described. It combines global and local search by branching and local fits. The program is made robust and flexible for practical use by allowing for hidden constraints, batch function evaluations, change of search regions, etc.
Results are reported of testing a number of existing state of the art solvers for global constrained optimization and constraint satisfaction on a set of over 1000 test problems in up to 1000 variables. 1 Overview As the recent survey Neumaier  of complete solution techniques in global optimization documents, there are now about a dozen solvers for… (More)
Four methods for global numerical black box optimization with origins in the mathematical programming community are described and experimentally compared with the state of the art evolutionary method, BIPOP-CMA-ES. The methods chosen for the comparison exhibit various features that are potentially interesting for the evolutionary computation community:… (More)
Benchmarking results with the MCS algorithm for bound-constrained global optimization on the noiseless BBOB 2009 testbed are described.
Several local search algorithms for real-valued domains (axis parallel line search, Nelder-Mead simplex search, Rosenbrock's algorithm, quasi-Newton method, NEWUOA, and VXQR) are described and thoroughly compared in this article, embedding them in a multi-start method. Their comparison aims (1) to help the researchers from the evolutionary community to… (More)
Benchmarking results with the SNOBFIT algorithm for noisy bound-constrained global optimization on the noisy BBOB 2009 testbed are described.
Benchmarking results with the MCS algorithm for bound-constrained global optimization on the noisy BBOB 2009 testbed are described.