libcmaesr
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Libcmaesr
Description
A lightweight interface to the 'libcmaes' C++ library for the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). CMA-ES is a state-of-the-art evolutionary algorithm for the optimization of difficult non-linear, non-convex black-box functions, as described in Hansen and Ostermeier (2001) <doi:10.1162/106365601750190398>. Supports the active, separable, and VD (diagonal plus rank-one covariance) variants of the algorithm as well as the IPOP (increasing population size) and BIPOP (bi-population) restart strategies. A patched copy of 'libcmaes' (LGPL >= 3) is bundled; see the COPYRIGHTS file for details.
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