I'm trying to do a comparaison between the different opitimization algorithm in terms of Computation Time.
The algo that am using:
From what i knew before, i suppose that the Gradient free Optimization algorithm are far slower then the gradien based one
But by doing my simulation i'm seeing the that the gradient free are faster
i was wondering why? can you suggest some supposation
i'm restrecting the boundary the most possible.
and my objectif function is very sensible in a way that if i change one coefficient value by 0.0001, i'll get inf as a results (a lot of peaks i suppose)