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Logo libcmaes 0.9.4

by beniz - January 8, 2015, 11:09:02 CET [ Project Homepage BibTeX Download ] 3420 views, 708 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:

Update works around clang bug (e.g. for OSX) and implements uncertainty handling scheme. Main changes:

  • work around clang bug, now working with clang, ref #19

  • easier build on OSX

  • added uncertainty handling scheme for noisy objective functions, ref #65

  • optional support for surrogates at compile time, reducing the overal lib size, ref #90

  • fixed uninstall of python bindings