Stochastic Global optimization algorithms

This repository implements several global optimization algorithms including SBS. The algorithms are implemented in the optims package. The benchmark folder contains usual test functions for global optimization. Run main.py to run the algorithms on the benchmark functions.

Algorithms

• SBS
• Pure Random Search
• CMA-ES Hansen, 2023
• AdaLIPO-E Malherbe and Vayatis, 2017 & Beja-Battais et al., 2023
• Whale Optimization Algorithm Mirjalili and Lewis, 2016
• Bayesian Optimization Brochu et al., 2016

Credits

Virtual Library of Simulation Experiments