Evolution and Optimum Seeking

184 Comparison of Direct Search Strategies for Parameter Optimization
Table 6.3 (continued)
DFPS{Stewart's modi cation of the Davidon-Fletcher-Powell method
Number of variables Number of iterations Number of objective Computation time
function calls in seconds
3 1 10 0.02
6 1 16 0.04
10 1 24 0.06
20 1 44 0.16
30 1 64 0.32
60 1 124 1.14
100 1 204 3.19
135 1 274 5.42
(max) 180 1 364 9.56
1 iteration = 1 gradient evaluation and 1 line search
SIMP{Simplex method of Nelder and Mead (with restart)
Numberofvariables Number of restarts Number of objective Computation time
function calls in seconds
3 0 28 0.09
6 0 104 0.64
10 0 138 1.49
20 0 301 8.24
30 0 664 37.4
60 0 1482 277
100 0 1789 862
(max) 135 1 5142 5270
ROSE{Rosenbrock's method with Gram-Schmidt orthogonalization
Number of variables Number of orthog. Number of objective Computation time
function calls in seconds
3 1 27 0.08
6 2 60 0.32
10 2 120 0.91
20 1 181 2.56
30 0 121 1.18
40 1 281 13.7
50 2 550 48.4
60 2 600 78.3
(max) 75 2 899 145