23 Jun

RBFOpt – A New Library for Black-box Optimization

RBFOpt is a library written in Python for black-box (also known as derivative-free) optimization. It is a global solver that requires zero-order information — just function values, not even gradients! RBFOpt is aimed at finding the global minimum in a small number of function evaluations, which is particularly useful when each function evaluation requires an expensive computation, e.g., a time-consuming computer simulation.