Derivative-free optimization algorithms
Project description
Description
This package contains derivative-free optimization algorithms. All algorithms have in common that they do not require objective values to be scalar and finite. A total order on the objective values is sufficient. For example, an objective function could return a list of values, which are then compared lexicographically. The package cannot handle constraints explicitly, instead infeasible solutions should be penalized, e.g., evaluated with the worst possible function value (possibly infinity).
The package is geared to work with optimization problems as defined in the package optproblems. The whole package assumes minimization problems throughout!
Documentation
The documentation is located at https://ls11-www.cs.tu-dortmund.de/people/swessing/dfoalgos/doc/
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