Efficient global optimization

egobox-ego provides a Rust implementation of efficient global optimization algorithm. It is a Rust port of EGO of the SMT Python library.

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
• Basic handling of negative constraints
• Mixed integer optimization available through continuous relaxation

Examples

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

$ cargo run --release --example ackley --features linfa/intel-mkl-static

License

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