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Have a look at NLOPT optimiser package #54

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MichaelClerx opened this issue Oct 19, 2017 · 1 comment
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Have a look at NLOPT optimiser package #54

MichaelClerx opened this issue Oct 19, 2017 · 1 comment
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@MichaelClerx
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https://nlopt.readthedocs.io/en/latest/NLopt_Algorithms/

@MichaelClerx MichaelClerx self-assigned this Oct 19, 2017
@MichaelClerx
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Global derivative-free optimisers:

  • Direct/Direct-L:
    • NLOPT_GN_DIRECT_L
    • NLOPT_GN_DIRECT
    • NLOPT_GN_DIRECT_L_RAND
    • NLOPT_GNL_DIRECT_NOSCAL
    • NLOPT_GN_DIRECT_L_NOSCAL
    • NLOPT_GN_DIRECT_L_RAND_NOSCAL
  • CRS
    • NLOPT_GN_CRS2_LM
  • ISRES
    • NLOPT_GN_ISRES
  • ESCH
    • NLOPT_GN_ESCH

Local derivative-free optimisers:

  • COBYLA (Also in SciPy, doesn't really work)
    • NLOPT_LN_COBYLA
  • BOBYQA
    • NLOPT_LN_BOBYQA
    • NLOPT_LN_NEWUOA_BOUND
  • Principal axis
    • NLOPT_LN_PRAXIS
  • Simplex / Nelder-Mead (also in SciPy)
    • NLOPT_LN_NELDERMEAD
  • Subplex
    • NLOPT_LN_SBPLX

So seems worth a try

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