Evolution and Optimum Seeking

188 Comparison of Direct Search Strategies for Parameter Optimization
Table 6.4 (continued)
HOJE{Direct search ofHooke and Jeeves
Number of variables Number of cycles Number of objec- Computation time
tive function calls in seconds
3 11 65 0.04
6 30 353 0.34
10 26 502 0.62
20 78 3035 5.70
30 111 6443 16.3
60 212 24801 119
100 367 71345 547
200 727 284060 4270
300 1117 656113 14800
DSCG{Davies-Swann-Campey method with Gram-Schmidt orthogonalization
Number of Number of Number of line Number of objec- Computation time
variables orthog. searches tive function calls in seconds
3 3 16 87 0.22
6 7 55 195 0.87
10 8 101 323 2.70
20 16 361 1209 29.2
30 21 691 2181 110
40 42 1802 5883 484
50 27 1451 4453 582
60 44 2822 9308 1540
(max) 75 87 6676 20365 5790
DSCP{Davies-Swann-Campey method with Palmer orthogonalization
Number of Number of Number of line Number of objec- Computation time
variables orthog. searches tive function calls in seconds
3 3 16 84 0.22
6 7 55 194 0.78
10 8 101 324 1.54
20 16 361 1208 10.3
30 28 901 2809 33.8
50 28 1501 4610 89.7
75 79 6076 18591 547
(max) 95 100 9691 29415 1090