A comparison of optimisation algorithms for high-dimensional particle and astrophysics applications

@article{Balazs2021ACO,
  title={A comparison of optimisation algorithms for high-dimensional particle and astrophysics applications},
  author={The DarkMachines High Dimensional Sampling Group Csaba Bal'azs and Melissa van Beekveld and Sascha Caron and Barry M. Dillon and Ben Farmer and Andrew Fowlie and Eduardo C. Garrido-Merch'an and Will Handley and Luc Hendriks and Gudhlaugur J'ohannesson and Adam Leinweber and Judita Mamuvzi'c and Gregory D Martinez and Sydney Otten and Pat Scott and R. Ruiz de Austri and Zachary Searle and Bob Stienen and Joaquin Vanschoren and Martin White},
  journal={Journal of High Energy Physics},
  year={2021}
}
Abstract Optimisation problems are ubiquitous in particle and astrophysics, and involve locating the optimum of a complicated function of many parameters that may be computationally expensive to evaluate. We describe a number of global optimisation algorithms that are not yet widely used in particle astrophysics, benchmark them against random sampling and existing techniques, and perform a detailed comparison of their performance on a range of test functions. These include four analytic test… 
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