COCO: a platform for comparing continuous optimizers in a black-box setting. (2nd January 2021)

• Record Type: Journal Article
• Authors: Hansen, Nikolaus; Auger, Anne; Ros, Raymond; Mersmann, Olaf; Tušar, Tea; Brockhoff, Dimo
• Is Part Of: Optimization methods and software. Volume 36:Number 1(2021)
• Page Start: 114
• Page End: 144
• Publication Date: 2021-01-02
• Subjects: Numerical optimization -- black-box optimization -- derivative-free optimization -- benchmarking -- performance assessment -- test functions -- runtime distributions -- software; Mathematical optimization -- Periodicals; Algorithms -- Periodicals; 519.7
• DOI: 10.1080/10556788.2020.1808977
• Languages: English
• ISSNs: 1055-6788

Abstract

Abstract : We introduce COCO, an open-source platform for Comparing Continuous Optimizers in a black-box setting. COCO aims at automatizing the tedious and repetitive task of benchmarking numerical optimization algorithms to the greatest possible extent. The platform and the underlying methodology allow to benchmark in the same framework deterministic and stochastic solvers for both single and multiobjective optimization. We present the rationals behind the (decade-long) development of the platform as a general proposition for guidelines towards better benchmarking. We detail underlying fundamental concepts of COCO such as the definition of a problem as a function instance, the underlying idea of instances, the use of target values, and runtime defined by the number of function calls as the central performance measure. Finally, we give a quick overview of the basic code structure and the currently available test suites.