COCO: The Experimental Procedure
Abstract
We present an experimental setup and procedure for benchmarking numerical optimization algorithms in a black-box scenario. This procedure can be applied with the COCO benchmarking platform. We describe initialization of and input to the algorithm and touch upon the relevance of termination and restarts. We introduce the concept of recommendations for benchmarking with COCO. Recommendations detach the solutions used in function calls from the anytime performance assessment of the algorithm.
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