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Defined Term standard updated Sat Jul 25 2026 00:00:00 GMT+0000 (Coordinated Universal Time)

Population-optimization benchmark (Andrey Dik’s MQL5 series)

The comparative benchmark that connects this wiki’s founding sources: andrey-dik‘s long MQL5 series implements ~45 population-based optimization algorithms in MQL5 and scores them on a common set of standard test functions across several dimensionalities (low-dim through high-dim, e.g. 5D / 25D / 500D), producing a relative ranking (score as a % of maximum).

A practitioner benchmark, not a peer-reviewed one — its value here is as the shared yardstick across the founding sources; corroborate against independent suites (CEC/BBOB) where possible.

Independent counterpart: the academic standard is test-functions-for-optimization (Rastrigin, Rosenbrock, Ackley, …) underlying the CEC/BBOB(COCO) suites. Tellingly, cma-es rates near the top on BBOB yet only ~38/45 here — same algorithm, different problem distribution. We record both and flag the tension (no-free-lunch-theorem; synthesis); don’t read either as absolute.

Methodology evolved — two non-comparable scoring schemes

A subtlety the wiki must respect: Dik’s benchmark changed over the years, so scores from different articles aren’t on one scale.

  • Mature rating (current): a % of MAX aggregated over Hilly / Forest / Megacity functions across ~45 algorithms. This is the table the founding four and evolution-strategies report.
  • Early rating (~2022–early 2023): an absolute 0–1 score over Skin / Forest / Megacity in a small field (~6 algorithms, often vs. an RND random baseline). This is what PSO, GWO, ACO and ABC report — not comparable to the %-of-MAX column.

The benchmark’s own evolution is itself a no-free-lunch-theorem lesson: even one author’s “score” isn’t a fixed yardstick.

Mature %-of-MAX results (comparable; see no-free-lunch-theorem)

AlgorithmRank (this suite)Score
dingo-optimization-algorithm (DOAm)suite leader (2026-07)73.63%
evolution-strategies — (μ+λ)-ES2nd; leader until 2026-0772.18%
backtracking-search-algorithm (BSA)20 / 4555.10%
evolution-strategies — (μ,λ)-ESmid-pack51.22%
cma-es~38 / 4548.33%
exchange-market-algorithm (EMA)45 / 4537.40%
deterministic-oscillatory-search (DOS)45th32.36%

The spread is the point: a famous evolution strategy (cma-es) sits mid-low while a 1970s elitist ES ((μ+λ)-ES) led the whole suite until 2026-07; a simpler archive-based method (BSA) beats CMA-ES; and dimensionality matters (CMA-ES is strong at low-D but fails at 500-D). Rankings are suite-, dimension-, and implementation-dependent — never read as absolute quality.

Leader change, 2026-07-25. DOAm took the top slot at 73.63%. Both results stand as recorded; note that DOAm is andrey-dik‘s own modification of a published algorithm, so the suite leader is now an entrant tuned by the suite’s author — the sharpest reason yet to treat this table as one practitioner’s yardstick rather than a neutral ranking. Also in the 2026-07 table: ANS 68.15%, CLA 67.86%, AMOm 66.52%, random walk 26.09%.

Early small-field results (different scheme — do not compare to the % column)

AlgorithmEarly score (Skin/Forest/Megacity)Field note
ant-colony-optimization (ACO)0.546881st of its small field
artificial-bee-colony (ABC)0.49447 / 0.50836 (mod.)4th; excels at ≤2 vars
particle-swarm-optimization (PSO)0.47695below RND baseline (0.51254)
grey-wolf-optimizer (GWO)0.41584th of 6

These four share a pattern: strong on smooth, low-dimensional functions, poor scalability to high-dim and discrete landscapes — and PSO famously losing to random search here is the most pointed no-free-lunch-theorem datum in the corpus.

andrey-dik · metaheuristic-optimization · no-free-lunch-theorem · cma-es · backtracking-search-algorithm · exchange-market-algorithm · deterministic-oscillatory-search · evolution-strategies · particle-swarm-optimization · grey-wolf-optimizer · ant-colony-optimization · artificial-bee-colony