Package: libcmaesr 0.1.0

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.

Authors:Marc Becker [aut, cre, cph], Bernd Bischl [aut], Martin Binder [aut], Lars Kotthoff [aut], Emmanuel Benazera [ctb, cph], Inria [cph]