SOO (Simultaneous Optimistic Optimization)
Author: Rémi Munos
This is a blackbox function optimization toolkit that finds the global optimum of a function given a finite budget of deterministic evaluations. The algorithm does not require the knowledge of the function’s local smoothness around its global optimum.
Reference: Rémi Munos: Optimistic optimization of a deterministic function without the knowledge of its smoothness, in NIPS 2011
- Paper: http://chercheurs.lille.inria.fr/~munos/papers/files/opti2_nips2011.pdf
* Software: SOO (in C) v1.0
* Demo videos:
- Unzip the archive into a directory of your choice.
- go to soo directory and type ‘make’ to compile all files (requires libraries draw, utils and extra)
- Example: run ‘./soo 100″ (100 is the number of function evaluations) or alternatively go to ‘LINUX/Debug’ and run one of the soo_name_of_function program
- Several functions f(.) are commented out in main.c so you can choose another function by uncommenting it or by writing your own f(.) function