Port and rewrite optimization toolbox from stable to development - Githubissues

cossan-working-group / OpenCossan

OpenCossan is an open and free toolbox for uncertainty quantification and management.

https://cossan.co.uk

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Port and rewrite optimization toolbox from stable to development #9

Closed FriesischScott closed 4 years ago

FriesischScott commented 5 years ago

The optimization toolbox needs to be ported from the stable version to the development branch as it has been significantly rewritten/fixed.

In it's current state the code is quite ugly using a lot of global variables, etc. I will rewrite/restructure the toolbox from the ground up.

Algorithms to update:

[x] BFGS
[x] Bobyqa
[x] Cobyla
[x] CrossEntropy
[x] EvolutionStrategy
[x] GeneticAlgorithms
[x] MiniMax
[x] SequentialQuadraticProgramming
[x] Simplex
[x] SimmulatedAnnealing
[x] StochasticRanking

FriesischScott commented 4 years ago

I'm skipping RBO and RobustDesign for now.