MultilevelCoordinateSearch.jl

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

MultilevelCoordinateSearch

Build Status

codecov.io

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.