graDiEnt (Q109078)
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Stochastic Quasi-Gradient Differential Evolution Optimization
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | graDiEnt |
Stochastic Quasi-Gradient Differential Evolution Optimization |
Statements
18 October 2026
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An optim-style implementation of the Stochastic Quasi-Gradient Differential Evolution (SQG-DE) optimization algorithm first published by Sala, Baldanzini, and Pierini (2018; <doi:10.1007/978-3-319-72926-8_27>). This optimization algorithm fuses the robustness of the population-based global optimization algorithm "Differential Evolution" with the efficiency of gradient-based optimization. The derivative-free algorithm uses population members to build stochastic gradient estimates, without any additional objective function evaluations. Sala, Baldanzini, and Pierini argue this algorithm is useful for 'difficult optimization problems under a tight function evaluation budget.' This package can run SQG-DE in parallel and sequentially.
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