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| id: ML03 |
| title: "CPU comparison of Nelder-Mead, Powell, and CMA-ES on non-convex functions" |
| arxiv_id: null |
| venue: "ARC-Bench 2026" |
| paper_asset: null |
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| synthesis: | |
| Gradient-free optimization methods are widely used when derivatives are |
| unavailable, unreliable, or expensive to compute. In low-to-medium |
| dimensional non-convex landscapes, direct-search methods such as |
| Nelder-Mead and Powell are frequently used because they are easy to call |
| through scipy.optimize. Population-based approaches such as CMA-ES can be |
| more robust to local minima and ill-conditioning, but they introduce extra |
| hyperparameters and potentially higher per-iteration cost. |
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| A CPU-bounded benchmark can clarify practical trade-offs by evaluating these |
| methods under a fixed function-evaluation budget on standard synthetic |
| objective functions with known global minima. Rather than asking which method |
| is universally best, the relevant question is whether one method reaches |
| better objective values more reliably within the same budget and how much |
| runtime overhead that reliability costs. |
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| A credible experiment should evaluate at least three optimization conditions |
| (Nelder-Mead, Powell, CMA-ES) across multiple non-convex test functions, |
| using repeated random starts and common stopping/budget rules. Reporting only |
| final objective value is incomplete; runtime and success-rate-to-threshold |
| should be included to capture both quality and efficiency. Statistical |
| summaries over seeds are required because single runs are high variance. |
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| The resulting evidence should produce explicit pass/fail verdicts for each |
| hypothesis: whether CMA-ES improves best-found objective value, whether |
| Powell offers faster wall-clock convergence than CMA-ES at similar budgets, |
| and whether Nelder-Mead underperforms on multimodal landscapes. This keeps |
| the study measurable and feasible within a short single-core runtime window. |
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| *Under equal function-evaluation budgets on CPU, which gradient-free optimizer (Nelder-Mead, Powell, CMA-ES) gives the best trade-off between final objective quality, runtime, and success rate on non-convex benchmark functions?* |
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| hypotheses: |
| - id: H1 |
| statement: "CMA-ES achieves lower mean best objective value than both Nelder-Mead and Powell on at least 2 of 3 benchmark functions, averaged over >=10 random starts with the same evaluation budget." |
| measurable: true |
| - id: H2 |
| statement: "Powell has lower median wall-clock runtime than CMA-ES on at least 2 of 3 benchmark functions while finishing within the same function-evaluation cap." |
| measurable: true |
| - id: H3 |
| statement: "On the multimodal Rastrigin function, Nelder-Mead attains a lower success rate (fraction of runs reaching f(x) <= 1e-2) than CMA-ES by at least 0.20 absolute." |
| measurable: true |
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| experiment_design: |
| research_question: "Under equal evaluation budgets, how do Nelder-Mead, Powell, and CMA-ES compare on objective quality, runtime, and success probability for non-convex synthetic objectives?" |
| conditions: |
| - name: "nelder_mead" |
| description: "scipy.optimize.minimize with method='Nelder-Mead', random initial point per run, maxfev budget enforced." |
| - name: "powell" |
| description: "scipy.optimize.minimize with method='Powell', same initialization protocol and maxfev cap." |
| - name: "cma_es" |
| description: "CMA-ES implementation (lightweight numpy/scipy variant) with population updates under the same total function-evaluation budget." |
| - name: "random_search_baseline" |
| description: "Uniform random search within bounded domain using the same number of objective evaluations as other methods." |
| baselines: |
| - "random_search_baseline as a budget-matched non-adaptive baseline" |
| metrics: |
| - name: "primary_metric" |
| direction: "minimize" |
| description: "Mean best objective value found at termination (lower is better), aggregated over random starts." |
| - name: "median_runtime_sec" |
| direction: "minimize" |
| description: "Median wall-clock runtime per run in seconds for each (method, function)." |
| - name: "success_rate_eps" |
| direction: "maximize" |
| description: "Fraction of runs reaching objective value <= 1e-2 by termination." |
| datasets: |
| - name: "rastrigin_10d" |
| source: "synthetic numpy implementation of Rastrigin function in 10 dimensions" |
| - name: "rosenbrock_10d" |
| source: "synthetic numpy implementation of Rosenbrock function in 10 dimensions" |
| - name: "ackley_10d" |
| source: "synthetic numpy implementation of Ackley function in 10 dimensions" |
| compute_requirements: |
| gpu_required: false |
| estimated_wall_clock_sec: 480 |
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| rubric_path: "experiments/arc_bench/config/ml/rubrics/ML03.json" |
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