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A Linear Constrained Optimization Benchmark For Probabilistic Search Algorithms: The Rotated Klee-Minty Problem

26 Jul 2018arXiv:1807.10068archive 2025-07-28

Michael Hellwig, Hans-Georg Beyer

The development, assessment, and comparison of randomized search algorithms heavily rely on benchmarking. Regarding the domain of constrained optimization, the number of currently available benchmark environments bears no relation to the number of distinct problem features. The present paper advances a proposal of a scalable linear constrained optimization problem that is suitable for benchmarking Evolutionary Algorithms. By comparing two recent EA variants, the linear benchmarking environment is demonstrated.

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