A comparison of optimisation algorithms for high-dimensional particle and astrophysics applications

Change log
Balázs, Csaba 
van Beekveld, Melissa 
Caron, Sascha 
Dillon, Barry M. 
Farmer, Ben 

Abstract: Optimisation problems are ubiquitous in particle and astrophysics, and involve locating the optimum of a complicated function of many parameters that may be computationally expensive to evaluate. We describe a number of global optimisation algorithms that are not yet widely used in particle astrophysics, benchmark them against random sampling and existing techniques, and perform a detailed comparison of their performance on a range of test functions. These include four analytic test functions of varying dimensionality, and a realistic example derived from a recent global fit of weak-scale supersymmetry. Although the best algorithm to use depends on the function being investigated, we are able to present general conclusions about the relative merits of random sampling, Differential Evolution, Particle Swarm Optimisation, the Covariance Matrix Adaptation Evolution Strategy, Bayesian Optimisation, Grey Wolf Optimisation, and the PyGMO Artificial Bee Colony, Gaussian Particle Filter and Adaptive Memory Programming for Global Optimisation algorithms.

Regular Article - Theoretical Physics, Phenomenology of Field Theories in Higher Dimensions, Supersymmetry Phenomenology
Journal Title
Journal of High Energy Physics
Conference Name
Journal ISSN
Volume Title
Springer Berlin Heidelberg