MultistartOptimization
Multistart optimization methods in Julia.
Science Score: 18.0%
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✓CITATION.cff file
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○codemeta.json file
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○Scientific vocabulary similarity
Low similarity (7.4%) to scientific vocabulary
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Repository
Multistart optimization methods in Julia.
Basic Info
- Host: GitHub
- Owner: tpapp
- License: other
- Language: Julia
- Default Branch: master
- Size: 427 KB
Statistics
- Stars: 69
- Watchers: 6
- Forks: 10
- Open Issues: 6
- Releases: 7
Metadata Files
README.md
MultistartOptimization.jl
Experimenting with multistart optimization methods in Julia.
WORK IN PROGRESS. Expect API changes, but SemVer 2 will of course be respected.
Documentation is very much WIP.
How to use this package
Define a minimization problem with the objective, lower- and upper bounds,
pick a local method for each multistart point (currently methods in NLopt.jl are supported),
pick a multistart method (currently we have TikTak from Arnoud, Guvenen, and Kleineberg (2019)).
Example:
julia
using MultistartOptimization, NLopt
P = MinimizationProblem(x -> sum(abs2, x), -ones(10), ones(10))
local_method = NLoptLocalMethod(NLopt.LN_BOBYQA)
multistart_method = TikTak(100)
p = multistart_minimization(multistart_method, local_method, P)
p.location, p.value
Some benchmarks
Number of function evaluations for
TikTakwith 100 Sobol initial points,- dimension
10, - local search terminating with absolute tolerance
1e-8in the position
| | ShiftedQuadratic | Griewank | LevyMontalvo2 | Rastrigin | Rosenbrock |
| ---- | ---- | ---- | ---- | ---- | ---- |
| LN_BOBYQA | 569 | 2633 | 4235 | FAIL | 10995 |
| LN_NELDERMEAD | 15750 | 17108 | 33088 | FAIL | 42785 |
| LN_NEWUOA_BOUND | 580 | 2088 | 2253 | FAIL | 13409 |
| LN_SBPLX | 12329 | 11806 | 11447 | FAIL | 7020038 |
| LN_COBYLA | 16943 | 37414 | 32792 | FAIL | 985676 |
| LN_PRAXIS | 1850 | 9886 | 8548 | FAIL | 15436 |
Owner
- Name: Tamas K. Papp
- Login: tpapp
- Kind: user
- Company: Institute for Advanced Studies, Vienna
- Website: https://tamaspapp.eu
- Repositories: 174
- Profile: https://github.com/tpapp
Citation (CITATION.bib)
@article{ali2005numerical,
title={A numerical evaluation of several stochastic algorithms on selected continuous global optimization test problems},
author={Ali, M Montaz and Khompatraporn, Charoenchai and Zabinsky, Zelda B},
journal={Journal of global optimization},
volume=31,
number=4,
pages={635--672},
year=2005,
publisher={Springer}
}
@techreport{arnoud2019benchmarking,
title={Benchmarking Global Optimizers},
author={Arnoud, Antoine and Guvenen, Fatih and Kleineberg, Tatjana},
year=2019,
institution={National Bureau of Economic Research}
}
GitHub Events
Total
- Create event: 1
- Commit comment event: 5
- Issues event: 3
- Watch event: 6
- Delete event: 1
- Issue comment event: 8
- Push event: 8
- Pull request event: 2
Last Year
- Create event: 1
- Commit comment event: 5
- Issues event: 3
- Watch event: 6
- Delete event: 1
- Issue comment event: 8
- Push event: 8
- Pull request event: 2
Committers
Last synced: almost 3 years ago
Top Committers
| Name | Commits | |
|---|---|---|
| Tamas K. Papp | t****p@g****m | 25 |
| github-actions[bot] | 4****] | 2 |
| Tyler Beason | t****n | 1 |
| Christopher Rackauckas | a****s@c****m | 1 |
| Julia TagBot | 5****t | 1 |
| atrophiedbrain | a****n | 1 |
Committer Domains (Top 20 + Academic)
Issues and Pull Requests
Last synced: 12 months ago
All Time
- Total issues: 19
- Total pull requests: 23
- Average time to close issues: 6 months
- Average time to close pull requests: about 2 months
- Total issue authors: 12
- Total pull request authors: 9
- Average comments per issue: 3.32
- Average comments per pull request: 1.35
- Merged pull requests: 15
- Bot issues: 0
- Bot pull requests: 2
Past Year
- Issues: 2
- Pull requests: 1
- Average time to close issues: 6 months
- Average time to close pull requests: 7 minutes
- Issue authors: 2
- Pull request authors: 1
- Average comments per issue: 3.0
- Average comments per pull request: 0.0
- Merged pull requests: 1
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- jmcastro2109 (3)
- jrhalket (3)
- tpapp (3)
- castrovjm (2)
- tbeason (1)
- Vaibhavdixit02 (1)
- ChrisRackauckas (1)
- DanielVandH (1)
- jonasmac16 (1)
- zxjroger (1)
- JuliaTagBot (1)
- martinmestre (1)
Pull Request Authors
- tpapp (12)
- Manas2030 (2)
- joelchaconcastillo (2)
- atrophiedbrain (2)
- ChrisRackauckas (1)
- github-actions[bot] (1)
- tbeason (1)
- jonasmac16 (1)
- JuliaTagBot (1)
Top Labels
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Packages
- Total packages: 1
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Total downloads:
- julia 32 total
- Total dependent packages: 2
- Total dependent repositories: 0
- Total versions: 10
juliahub.com: MultistartOptimization
Multistart optimization methods in Julia.
- Documentation: https://docs.juliahub.com/General/MultistartOptimization/stable/
- License: MIT
-
Latest release: 0.3.1
published over 1 year ago