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numericalalgorithmsgroup / dfols

Python-based Derivative-Free Optimizer for Least-Squares
https://numericalalgorithmsgroup.github.io/dfols/
GNU General Public License v3.0
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Escape local minima #14

Open lindonroberts opened 3 years ago

lindonroberts commented 3 years ago

Implement the "escape local minima" feature from Py-BOBYQA [1] into DFO-LS.

[1] Coralia Cartis, Lindon Roberts and Oliver Sheridan-Methven, Escaping local minima with derivative-free methods: a numerical investigation, Optimization (2021). [link]