BlackBoxOptim - beginner's questions

Specific Domains Optimization (Mathematical)
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Sorry for missing these questions earlier. Anyway:

  1. Default SearchRange is (-1.0, 1.0). Default sampling is latin hypersquare sampling with the goal being a better “spread” over the search space. There is currently no easy way to provide an initial guess but this is one of the most requested features so we are currently working on that.

  2. MaxSteps and MaxTime are the most commonly used stopping conditions. But you can also use a callback function and explicitly stop based on your own logic. There is an example of this in the test suite, see bottom of: fixed shutdown methods and added test shutting down optimization from… · robertfeldt/BlackBoxOptim.jl@5ed8cd9 · GitHub

  3. There is logging and tracing but they are not very flexible. If you want to log everything you can either do this in the fitness function or use a callback function, see for example: BlackBoxOptim.jl/save_fitness_progress_via_callback_function.jl at master · robertfeldt/BlackBoxOptim.jl · GitHub

  4. The default choice (adaptive_de_rand_1_bin_radiuslimited) is very robust and in particular when your problem is large. You can also try dxnes (can be more effective if smaller problem) or generating_set_search (can be faster for “simpler” problems). The other ones rarely have an edge on any of these three in my experience but YMMV. A new CMA-ES is coming soon which I have some high hopes for.

Hope this helps!

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