libcmaes is a multithreaded C++11 implementation (with Python bindings) of algorithms of the CMA-ES family for optimization of nonlinear non-convex ’blackbox’ functions. The implemented algorithms have a wide range of applications in various disciplines, ranging from pure function minimization, optimization in industrial and scientific applications, to the solving of reinforcement and machine learning problems.
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References in zbMATH (referenced in 2 articles )
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- Acuña-Zegarra, Manuel Adrian; Díaz-Infante, Saúl; Baca-Carrasco, David; Olmos-Liceaga, Daniel: COVID-19 optimal vaccination policies: a modeling study on efficacy, natural and vaccine-induced immunity responses (2021)
- Antoine Cully; Konstantinos Chatzilygeroudis; Federico Allocati; Jean-Baptiste Mouret: Limbo: A Flexible High-performance Library for Gaussian Processes modeling and Data-Efficient Optimization (2018) not zbMATH