libcmaeshttp://mloss.orgUpdates and additions to libcmaesenMon, 09 Mar 2015 09:05:22 -0000libcmaes 0.9.5<html><p>libcmaes is a multithreaded C++11 (with Python bindings) implementation of the CMA-ES algorithm for stochastic optimization of nonlinear 'blackbox' functions. The implemented algorithms have a wide range of applications in various disciplines, ranging from pure function optimization, optimization in industrial and scientific applications, to the solving of reinforcement and machine learning problems. </p> <p>Current features include: high-level API for simple use in external applications, implementatio of several flavors of CMA-ES, IPOP-CMA-ES, BIPOP-CMA-ES, active CMA-ES, active IPOP and BIPOP restart strategies, sep-CMA-ES and VD-CMA (linear time &amp; space complexity) along with support for IPOP and BIPOP flavors as well. </p> <p>Some operations benefit from multicores, and there's support for objective function gradient, when available. A control exe in the command line is provided for running the algorithm over a range of classical single-objective optimization problems. </p> <p>Full documentation is available from </p> <p>Developer API documentation is available from </p></html>Emmanuel BenazeraMon, 09 Mar 2015 09:05:22 -0000 box optimizationevolution strategystochastic optimization