Benchmarking Large Scale Variants of CMA-ES and L-BFGS-B on the bbob-largescale Testbed

International audienceIn this paper we benchmark five variants of CMA-ES for optimization in large dimension on the novel large scale testbed of COCO under default or modified parameter settings. In particular, we compare the performance of the separable CMA-ES, of VD-CMA-ES and VkD-CMA-ES, of two implementations of the Limited Memory CMA-ES and of the Rank m Evolution Strategy, RmES. For VkD-CMA-ES we perform experiments with different complexity models of the search distribution and for RmES we study the impact of the number of evolution paths employed by the algorithm. The quasi-Newton L-BFGS-B algorithm is also benchmarked and we investigate the effect of choosing the maximum number of variable metric corrections for the Hessian approximation. As baseline comparison, we provide results of CMA-ES up to dimension 320