Global Constrained Optimization

SAMIN or NLopt.GNISRES

Optim.jl

  • Optim.SAMIN: Simulated Annealing with bounds

    • solve(problem, SAMIN(nt, ns, rt, neps, f_tol, x_tol, coverage_ok, verbosity))
    • defaults to:

    ```julia SAMIN(; nt::Int = 5 # reduce temperature every ntnsdim(xinit) evaluations ns::Int = 5 # adjust bounds every ns*dim(xinit) evaluations rt::T = 0.9 # geometric temperature reduction factor: when temp changes, new temp is t=rt*t neps::Int = 5 # number of previous best values the final result is compared to ftol::T = 1e-12 # the required tolerance level for function value comparisons xtol::T = 1e-6 # the required tolerance level for x coverage_ok::Bool = false, # if false, increase temperature until initial parameter space is covered verbosity::Int = 0) # scalar: 0, 1, 2 or 3 (default = 0).

    copied verbatim from https://julianlsolvers.github.io/Optim.jl/stable/#algo/samin/#constructor

    ```

NLopt.jl