Efficient global optimization

egobox-ego provides a Rust implementation of efficient global optimization algorithm.

The big picture

egobox-ego is a library crate in the top-level package egobox.

Current state

egobox-ego currently implements EGO using egobox-moe with the following features:

• Mixture of gausian processes
• Infill criteria: EI, WB2, WB2S, LogEI, CEI, LogCEI
• Handling of negative constraints: actual constraint functions or surrogates
• Mixed integer optimization available through continuous relaxation
• Trust region EGO algorithm
• CoEGO method with CCBO setting

Examples

There is some usage examples in the examples/ directory. To run, use:

cargo run --release --example ackley

License

Licensed under the Apache License, Version 2.0 http://www.apache.org/licenses/LICENSE-2.0