3. Optimization Algorithms: Differences and Use Cases
3.1. Why Learn About Different Algorithms
Parameter spaces and compute costs vary widely: grid search is reliable in small spaces but explodes combinatorially; heuristics or Bayesian methods trade accuracy for speed under a limited evaluation budget; algorithms also differ in support for continuous, discrete, or mixed parameters.
3.2. Comparison of Optimization Algorithms (Listed with Differences)
Algorithm |
Brief Principle |
Pros and Limitations |
Typical Parameter Scale |
Continuous / Discrete / Mixed |
Typical Compute Cost |
|---|---|---|---|---|---|
grid |
Exhaustive search or traversal on grid points |
Simple and reproducible; impractical in high dimensions |
Small (2–3 dimensions) |
Mostly discrete |
Grows linearly with grid size |
montecarlo |
Random sampling of parameter combinations |
Simple and easy to parallelize; needs many samples for stability |
Medium to large |
All supported |
Determined by |
GA |
Selection, crossover, mutation |
Suited to non-convex, multi-modal problems; hyperparameter sensitive |
Medium to large |
All supported |
Determined by generations and population size |
SA |
Simulated annealing; probabilistically accepts worse solutions |
Can escape local optima; slower convergence |
Medium |
All supported |
Determined by iteration count |
PSO |
Particle swarm position and velocity updates |
Strong in continuous spaces; discrete params need encoding |
Medium to large |
Mostly continuous |
Determined by particle count and iterations |
bayesian |
Surrogate model + acquisition function |
Efficient with few samples; costly in high dimensions |
Small to medium |
Mostly continuous |
Determined by iterations and model fitting |
3.3. Use Cases and Selection Advice
Few discrete parameters: Prefer
gridor small-scalemontecarlo.Many parameters, few evaluation steps: Consider
bayesianorGA/PSO.Continuous, multi-modal space:
PSO,GA, orSA.opti_sample_countand parameter count: With too few samples or iterations, heuristics may stop early; increaseopti_sample_countor reduce parameter dimensionality as needed.
3.4. Quick Comparison Table
See the table above. In practice, follow the opti_method values supported by the current qteasy release and its docs; note each algorithm’s typical settings (e.g., GA population size and mutation rate) and their configuration names and defaults.