Toolbox for gradient-based and derivative-free non-convex constrained optimization with continuous and/or discrete variables.
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Updated
Jan 23, 2024 - Julia
Toolbox for gradient-based and derivative-free non-convex constrained optimization with continuous and/or discrete variables.
Julia code for running the numerical experiments in the paper "EnKSGD: A Class of Preconditioned Black Box Optimization and Inversion Algorithms" by Brian Irwin and Sebastian Reich.
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