Cmaes v0.2.0: IPOP/BIPOP restart algorithms, multithreading support, more configuration, performance improvements

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.

The 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.

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