Changes between Version 7 and Version 8 of WikiStart


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Timestamp:
Mar 9, 2018 7:25:53 PM (11 months ago)
Author:
giacomo.n
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  • WikiStart

    v7 v8  
    99           x_i in R for all i not in I.
    1010}}}
    11 It does ''not'' assume that {{{f(x)}}} is known in analytical form: {{{f(x)}}} is simply a black-box that, given input values, produces output values. The bounds on the variables {{{x_L, x_U}}} are assumed to be finite. '''RBFOpt''' is especially targeted at problems for which each evaluation of the objective function {{{f(x)}}} is expensive (in terms of computing time, or cost, or some other measure) and we want to find a ''global'' minimum of the function with as few function evaluations as possible. Since this is a very difficult class of problems (we do not assume availability of first order derivatives), '''RBFOpt''' works best on problems that are relatively small dimensional (up to 20 variables, ideally less than 10) and for which the bounding box is not too large.
     11It does ''not'' assume that {{{f(x)}}} is known in analytical form: {{{f(x)}}} is simply a black-box that, given input values, produces output values. The bounds on the variables {{{x_L, x_U}}} are assumed to be finite. '''RBFOpt''' is especially targeted at problems for which each evaluation of the objective function {{{f(x)}}} is expensive (in terms of computing time, or cost, or some other measure) and we want to find a ''global'' minimum of the function with as few function evaluations as possible. Since this is a very difficult class of problems (we do not assume availability of first order derivatives), '''RBFOpt''' works best on problems that are relatively small dimensional (a 10-40 variables) and for which the bounding box is not too large. However, it has been successfully employed on problems on much larger sizes.
    1212
    13 '''RBFOpt''' is implemented in Python 2.7. For questions that are not answered by the user documentation, you can use the [http://list.coin-or.org/mailman/listinfo/rbfopt official mailing list].
     13'''RBFOpt''' is implemented in Python 3 and 2.7. For questions that are not answered by the user documentation, you can use the [http://list.coin-or.org/mailman/listinfo/rbfopt official mailing list].
    1414
    1515== Downloads ==
     
    3232
    3333 * Giacomo Nannicini : project manager, main developer. [http://researcher.watson.ibm.com/researcher/view.php?person=us-nannicini]
     34
    3435Contributors:
    3536
    3637 * Alberto Costa : numerical testing, useful discussion and ideas. [http://www.lix.polytechnique.fr/~costa/]
     38
     39 * Giorgio Sartor : numerical testing, useful discussion and ideas.
    3740
    3841== Contribute ==