An implementation of a global optimization method based on a response surface, leveraging Scala and Apache Commons Math. Specifically particle swarm optimization is used as the global optimization method and gaussian process regression used to create a response surface.
- Gaussian process regression
- Gaussain particle swarm optimization
Please refer to unit tests for example usage.
This software is licensed under the Apache 2 license, quoted below.
Copyright 2013 Tully Ernst
Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.