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sopt:a simple python optimizer library

Project description

sopt is a simple python optimizer library.Currentlly,it includes some stochastic optimization algorithms,like Genetic Algorithm(GA),Particle Swarm Optimization(PSO),Simulated Anealing (SA),Random Walk(and its improvement version),and some gradient based optimizers,like Gradient Descent,Momentum,AdaGrad,RMSProp and Adam Optimizers.For the GA optimizers,it includes many kinds of different selected methods,mutation methods etc,as well as for PSO and other optimizers, so you can try many different kinds of optimizers with different settings,all the stochastic optimization also supports the non-linear complex constraints by using penalty methods or dropout-bad-solution methods.

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