Black-Box Optimization Benchmarking of NEWUOA compared to BIPOP-CMA-ES

In this paper, the performances of the NEW Unconstrained Optimization Algorithm (NEWUOA) on some noiseless functions are compared to those of the BI-POPulation Covariance Matrix Adaptation-Evolution Strategy (BIPOP-CMA-ES). The two algorithms were benchmarked on the BBOB 2009 noiseless function testbed. The comparison shows that NEWUOA outperforms BIPOP-CMA-ES on some functions like the Sphere or the Rosenbrock functions. Also the independent restart procedure used for NEWUOA allows it to perform better than BIPOP-CMA-ES on the Gallagher functions. Nevertheless, BIPOP-CMA-ES is faster and has a better success probability than NEWUOA in reaching target function values smaller than one on all other functions.