RanDFO -- A Collection of Randomized Algorithms for Derivative-Free Optimization

Currently available are:

• STARS a randomized algorithm for large-scale derivative-free stochastic optimization
  Implemented in Matlab/Octave and described in the STARS paper

Submodules

RanDFO currently includes dependencies via git submodules. Currently, the following submodules are employed:

• STARS/problems/BenDFO - A set of test problems
• STARS/problems/YATSOp - Yet another set of test problems

As a consequence, when cloning the RanDFO repository, the submodules can be retrieved automatically via

• git clone --recursive (in place of the usual git clone)

If you have already cloned the repository, the following modified git commands can be used:

• git submodule update --init --recursive (to obtain all submodules and any submodules those submodules have)
• git pull --recurse-submodules=yes (in place of the usual git pull)
• git submodule update --init (additionally, after git pull)
• git submodule update --init STARS/problems/BenDFO (variant of the previous item, in case you want to only get the BenDFO submodule)

Contributing to RanDFO

Contributions are welcome in a variety of forms; please see CONTRIBUTING.

License

All code included in RanDFO is open source, with the particular form of license contained in the top-level subdirectories. If such a subdirectory does not contain a LICENSE file, then it is automatically licensed as described in the otherwise encompassing RanDFO LICENSE.

Resources

To seek support or report issues, e-mail:

• poptus@mcs.anl.gov