I am new to solving optimization problems. So please excuse any ignorance in my questions.
I am using BlackBoxOptim.jl, and I have a few questions:
Initial guess and search range.
I see that there is an optional argument of
SearchRange. What happens when no range is specified? What is the initial guess? Is it random or deterministic? Is there a way to control the initial guess?
In case I do not know the minimum of the function, and therefore cannot use the
TargetFitnessparameter, what is the stopping condition of the optimizer? I guess that if it gets to more than
MaxStepsiterations, it stops. But is there a way to provide other conditions? Like the wanted tolerance of the fitness function?
Keeping track of the results.
Is there a way to log the attempted values by the optimizer? I am interested to see which regions in the parameter space were explored, and what was the value of the fitness function.
Choosing an optimizer.
I do not know how to choose an optimizer. I read in the documentation the guide so I am using the recommended
de_rand_1_bin DE. To that I compare the results of the
random_search. Is there some more advice on how to choose / compare between the optimizers? (My problem has dimensions of O(100)).