Projects that are tagged with black box optimization.


Logo libcmaes 0.9.3

by beniz - November 17, 2014, 14:04:10 CET [ Project Homepage BibTeX Download ] 2506 views, 527 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:

This is an important update:

  • full support for surrogates, allowing optimization of costly objective functions, ref #57

  • integrated rankign SVM default surrogate, ref #83

  • Python bindings for surrogates, ref #75

  • more informed optimization status and error messages, ref #85

  • API for computing confidence intervals around optima, ref #30

  • API for computing 2D contour around optima, ref #31

  • new 'elitist' scheme for improved restart strategy useful on some rather difficult functions, ref #77

  • fixed Eigen namespace import, ref #62

  • fixed and added new parameter vector getter in Candidate, ref #84