cmaes is an implementation of the CMA-ES black box numerical optimization algorithm. It's especially suited to solving high-dimension, non-linear, non-convex, ill-conditioned, and/or noisy problems.
v0.2.0 release contains several new features and improvements, including:
- Automatic restart algorithms including IPOP and BIPOP
- Multithreading support to improve performance with expensive objective functions
- An option to choose whether to minimize or maximize the function
- More termination criteria and options to configure existing ones
- Major performance improvements all-around
Some breaking changes were made to the API in this version. See the changelog for a full list of features and changes.