libcmaes
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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- 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