GalacticOptim.jl

GalacticOptim.jl is a package with a scope that is beyond your normal global optimization package. GalacticOptim.jl seeks to bring together all of the optimization packages it can find, local and global, into one unified Julia interface. This means, you learn one package and you learn them all! GalacticOptim.jl adds a few high-level features, such as integrating with automatic differentiation, to make its usage fairly simple for most cases, while allowing all of the options in a single unified interface.

Note: The package is still in active development.

Installation

Assuming that you already have Julia correctly installed, it suffices to import GalacticOptim.jl in the standard way:

import Pkg; Pkg.add("GalacticOptim")

The packages relevant to the core functionality of GalacticOptim.jl will be imported accordingly and, in most cases, you do not have to worry about the manual installation of dependencies. However, you will need to add the specific optimizer packages.

Overview of the Optimizers

Package	Local Gradient-Based	Local Hessian-Based	Local Derivative-Free	Local Constrained	Global Unconstrained	Global Constrained
BlackBoxOptim	❌	❌	❌	❌	✅	❌
CMAEvolutionaryStrategy	❌	❌	❌	❌	✅	❌
Evolutionary	❌	❌	❌	❌	✅	🟡
Flux	✅	❌	❌	❌	❌	❌
GCMAES	❌	❌	❌	❌	✅	❌
MathOptInterface	✅	✅	✅	✅	✅	🟡
MultistartOptimization	❌	❌	❌	❌	✅	❌
Metaheuristics	❌	❌	❌	❌	✅	🟡
NOMAD	❌	❌	❌	❌	✅	🟡
NLopt	✅	❌	✅	🟡	✅	🟡
Nonconvex	✅	✅	✅	🟡	✅	🟡
Optim	✅	✅	✅	✅	✅	✅
QuadDIRECT	❌	❌	❌	❌	✅	❌

✅ = supported

🟡 = supported in downstream library but not yet implemented in GalacticOptim; PR to add this functionality are welcome

❌ = not supported