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 a major release, with several novelties, improvements and fixes, among which:
step-size two-point adaptaion scheme for improved performances in some settings, ref #88
important bug fixes to the ACM surrogate scheme, ref #57, #106
simple high-level workflow under Python, ref #116
improved performances in high dimensions, ref #97
improved profile likelihood and contour computations, including under geno/pheno transforms, ref #30, #31, #48
elitist mechanism for forcing best solutions during evolution, ref 103
new legacy plotting function, ref #110
optional initial function value, ref #100
improved C++ API, ref #89
Python bindings support with Anaconda, ref #111
configure script now tries to detect numpy when building Python bindings, ref #113
Python bindings now have embedded documentation, ref #114
support for Travis continuous integration, ref #122
lower resolution random seed initialization
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