Global optimization without derivatives
Author timholy
7 Stars
Updated Last
2 Years Ago
Started In
January 2018


Build Status

This is an implementation of Multilevel Coordinate Search (MCS), an algorithm by Waltraud Huyer and Arnold Neumaier for global minimization over a possibly-bounded domain. In a recent comparison of global optimization routines that do not require derivatives, MCS scored highest among non-commercial algorithms.

This implementation is "fresh" from the original paper, and is not based on the Matlab code provided by the authors.

Status: work in progress. Until it's finished (if it ever will be), check out my QuadDIRECT.