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OOR: Optimistic Optimization in R

Implementation of optimistic optimization methods for global optimization of deterministic or stochastic functions. The algorithms feature guarantees of the convergence to a global optimum. They require minimal assumptions on the (only local) smoothness, where the smoothness parameter does not need to be known. They are expected to be useful for the most difficult functions when we have no information on smoothness and the gradients are unknown or do not exist. Due to the weak assumptions, however, they can be mostly effective only in small dimensions, for example, for hyperparameter tuning.

Version: 0.1.4
Depends: methods
Published: 2023-08-23
DOI: 10.32614/CRAN.package.OOR
Author: M. Binois [cre, aut, trl] (R port), A. Carpentier [aut] (Matlab original), J.-B. Grill [aut] (Python original), R. Munos [aut] (Python and Matlab original), M. Valko [aut, ctb] (Python and Matlab original)
Maintainer: M. Binois <mickael.binois at inria.fr>
BugReports: https://github.com/mbinois/OOR/issues
License: LGPL-2 | LGPL-2.1 | LGPL-3 [expanded from: LGPL]
URL: https://github.com/mbinois/OOR
NeedsCompilation: no
Materials: README NEWS
In views: Optimization
CRAN checks: OOR results

Documentation:

Reference manual: OOR.pdf

Downloads:

Package source: OOR_0.1.4.tar.gz
Windows binaries: r-devel: OOR_0.1.4.zip, r-release: OOR_0.1.4.zip, r-oldrel: OOR_0.1.4.zip
macOS binaries: r-release (arm64): OOR_0.1.4.tgz, r-oldrel (arm64): OOR_0.1.4.tgz, r-release (x86_64): OOR_0.1.4.tgz, r-oldrel (x86_64): OOR_0.1.4.tgz
Old sources: OOR archive

Reverse dependencies:

Reverse imports: CRTspat

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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