Projects that are tagged with black box optimization.


Logo libcmaes 0.9.2

by beniz - October 30, 2014, 14:08:34 CET [ Project Homepage BibTeX Download ] 1931 views, 404 downloads, 3 subscriptions

About: Libcmaes is a multithreaded C++11 library (with Python bindings) for high performance blackbox stochastic optimization of difficult, possibly non-linear and non-convex functions, using the CMA-ES algorithm for Covariance Matrix Adaptation Evolution Strategy. Libcmaes is useful to minimize / maximize any function, without information regarding gradient or derivability.

Changes:

Main changes:

  • new VD-CMA algorithm with linear time and space complexity for black-box optimization

  • API control of stopping criteria, with individual activation scheme

  • improved memory control when tackling large-scale optimization problems

  • solutions now support printing out in pheno space

  • improved API of solutions object

  • fixed compilation error with gcc 4.7