Closed utkarsh530 closed 1 year ago
This one is very basic. We can consider a quasimonte carlo approach as well, that might be better https://www.hindawi.com/journals/cin/2021/6628889/alg4/. https://digitalcommons.usu.edu/cgi/viewcontent.cgi?referer=&httpsredir=1&article=1231&context=spacegrant
https://github.com/JuliaNLSolvers/Optim.jl/blob/5fa5d61a9f2ba9fc534b4e74b5659df45afd59c4/src/multivariate/solvers/zeroth_order/particle_swarm.jl#L138-L153
Requires an initial guess of the optimization solution