Performance index and meta-optimization of a direct search optimization method
Petter Krus, Johan Ölvander · Engineering Optimization · 2012
Design optimization is becoming an increasingly important tool for design, often using simulation as part of the evaluation of the objective function. A measure of the efficiency of an optimization algorithm is of great importance when comparing methods. The main contribution of this article is the introduction of a singular performance criterion, the entropy rate index based on Shannon's information theory, taking both reliability and rate of convergence into account. It can also be used to characterize the difficulty of different optimization problems. Such a performance criterion can also be used for optimization of the optimization algorithms itself. In this article the Complex-RF optimization method is described and its performance evaluated and optimized using the established performance criterion. Finally, in order to be able to predict the resources needed for optimization an objective function temperament factor is defined that indicates the degree of difficulty of the objective function.