Evolution and Optimum Seeking

208 Comparison of Direct Search Strategies for Parameter Optimization
Table 6.5: Results of all strategies in the second comparison test,
unconstrained problems
Problem F G L H D D P D S R C E G R
I O A O S S O F I O O V R E
B L G J C C W P M S M O U K
No. O D R E G P E S P E P L P O
2.1 3 3 3 1 1 1 2 1e 2n 1 2 1 1 1
2.2 3 3 3 1 1 1 1 2 2a 1a 2 1 1 1
2.3 2 2 3 1 1 1 1 1 1n 1a 4 1 1 1
2.4 3 3 3 1 1 1 2 2e 3 1 3 1 1 1
2.5 2 2 2 2 1 1 2 1e 2a 1 2 1 1 1
2.6 5 5 5 5 2 2 5 3 2a 1 3 1 1 1
2.7 5 5 4 2 5ea 5ea 5e 5 3 5 3 2 1 1
2.8 5 5 4 3 5ea 5ea 5e 5 3 5 2 1 1 1
2.9 3 3 3 2 2 2 2e 2 1a 3 1 1 2 1
2.10 5 5 4 3 2 2 5a 4e 4n 2 2 4 3 1
2.11 5 5 5 3 2 2 2 4 4n 2 2 4 3 1a
2.12 5 5 5 3 2 3 2 4e 2 2 2 4 3 1a
2.13 3 3 3 2 2 1 3 2 3 3 3 2 1 1
2.14 3 3 3 2 2 2 2a 5e 2n 2 2 3r 3r 3r
2.15 3 3 3 2 2 2 2ea 3 2 2 2 3r 3r 3r
2.16 2 1 2 2 1 1 2 2 2n 2 3 3 2 2
2.17 2 2 1 2 2 2 2e 2 1a 2 1 1 1 1
2.18 5 5 5 2 2 2 2e 2 1an 1 1 1 1 1
2.19 5 5 5 5 2 2 5 2e 2 2 3 3 2 3
2.20 2 2 2 2 3 2 2 1e 3n 2 2 1 1 1
2.21 5 5 5 2 4 2 5 2e 5a 2 5 1 1 1
2.22 2 2 2 2 2 2 2 5 5a 2 5 1 1 1
2.23 1 1 1 1 1 1 5a 5e 1a 1a 1 1 1 1
2.24 3 3 3 2 1 1 2 2 2 2 2 2 2 1
2.25 3 3 3 2 1 1 2e 2e 3 1 3 1 1 1
2.26 1 1 2 1 1 1 1e 1 1n 1 4 1 1 1
2.27 1 1 5 2 1 1 1 5 1 1 2 1 1 1
2.28 4 4 4 3 4 3 2 4e 2 3 1 4 4 3
Sum 91 90 93 61 56 52 74 79 65 54 68 51 51 37
Meaning of the number and letter symbols used above:
1 Accuracy achieved better than 10 ;38
2 Accuracy achieved better than 10 ;8
3 Accuracy achieved better than 10 ;4
4 Accuracy achieved better than 10 ;2
5 Accuracy achieved worse than 10 ;2
e Fatal execution error ( oating over ow, oating divide check)
a Termination rule ine ective search in nite with no further convergence
r Computation time too long or convergence too slow search terminated
n Concerns the simplex method of Nelder and Mead: restart(s) required