libcmaesr: R Interface to 'libcmaes'

A lightweight interface to the 'libcmaes' C++ library for the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). CMA-ES is a state-of-the-art evolutionary algorithm for the optimization of difficult non-linear, non-convex black-box functions, as described in Hansen and Ostermeier (2001) doi:10.1162/106365601750190398 . Supports the active, separable, and VD (diagonal plus rank-one covariance) variants of the algorithm as well as the IPOP (increasing population size) and BIPOP (bi-population) restart strategies. A patched copy of 'libcmaes' (LGPL >= 3) is bundled; see the COPYRIGHTS file for details.

See also

Useful links:

• https://github.com/mlr-org/libcmaesr

• Report bugs at https://github.com/mlr-org/libcmaesr/issues

Author

Maintainer: Marc Becker marcbecker@posteo.de (ORCID) [copyright holder]

Authors:

• Marc Becker marcbecker@posteo.de (ORCID) [copyright holder]

• Bernd Bischl bernd_bischl@gmx.net (ORCID)

• Martin Binder mlr.developer@mb706.com

• Lars Kotthoff lk223@st-andrews.ac.uk

Other contributors:

• Emmanuel Benazera (author of the bundled 'libcmaes' library) [contributor, copyright holder]

• Inria (copyright holder of parts of the bundled 'libcmaes' library) [copyright holder]