CRS

class CRS(max_evals=1000)

Controlled Random Search (CRS) with local mutation optimizer.

Controlled Random Search (CRS) with local mutation is part of the family of the CRS optimizers. The CRS optimizers start with a random population of points, and randomly evolve these points by heuristic rules. In the case of CRS with local mutation, the evolution is a randomized version of the NELDER_MEAD local optimizer.

NLopt global optimizer, derivative-free. For further detail, please refer to https://nlopt.readthedocs.io/en/latest/NLopt_Algorithms/#controlled-random-search-crs-with-local-mutation

Parameters

max_evals (int) – Maximum allowed number of function evaluations.

Raises

NameError – NLopt library not installed.

Attributes

CRS.bounds_support_level	Returns bounds support level
CRS.gradient_support_level	Returns gradient support level
CRS.initial_point_support_level	Returns initial point support level
CRS.is_bounds_ignored	Returns is bounds ignored
CRS.is_bounds_required	Returns is bounds required
CRS.is_bounds_supported	Returns is bounds supported
CRS.is_gradient_ignored	Returns is gradient ignored
CRS.is_gradient_required	Returns is gradient required
CRS.is_gradient_supported	Returns is gradient supported
CRS.is_initial_point_ignored	Returns is initial point ignored
CRS.is_initial_point_required	Returns is initial point required
CRS.is_initial_point_supported	Returns is initial point supported
CRS.setting	Return setting

Methods

CRS.get_nlopt_optimizer()	Return NLopt optimizer type
CRS.get_support_level()	return support level dictionary
CRS.gradient_num_diff(x_center, f, epsilon)	We compute the gradient with the numeric differentiation in the parallel way, around the point x_center.
CRS.optimize(num_vars, objective_function[, …])	Perform optimization.
CRS.print_options()	Print algorithm-specific options.
CRS.set_max_evals_grouped(limit)	Set max evals grouped
CRS.set_options(**kwargs)	Sets or updates values in the options dictionary.
CRS.wrap_function(function, args)	Wrap the function to implicitly inject the args at the call of the function.