Gradient Based and Gradient free Optimization
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Hi,
I'm trying to do a comparaison between the different opitimization algorithm in terms of Computation Time.
The algo that am using:
PSO_NM,GA,Fmincon,Pattern_Search,Sumulated_Anealing
From what i knew before, i suppose that the Gradient free Optimization algorithm are far slower then the gradien based one
But by doing my simulation i'm seeing the that the gradient free are faster
i was wondering why? can you suggest some supposation
i'm restrecting the boundary the most possible.
and my objectif function is very sensible in a way that if i change one coefficient value by 0.0001, i'll get inf as a results (a lot of peaks i suppose)
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Matt J
2020-3-12
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and my objectif function is very sensible in a way that if i change one coefficient value by 0.0001, i'll get inf as a results (a lot of peaks i suppose)
Gradient-based optimizers are designed for smooth functions (ones which have gradients). It sounds like your objective is not smooth at all!
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