Package description

GLIS - Global and preference-based optimization of expensive black-box functions using inverse distance weighting and radial basis function surrogates.

glis

GLIS is a package for finding the global (GL) minimum of a function that is expensive to evaluate, possibly under constraints, using inverse (I) distance weighting and surrogate (S) radial basis functions.

The package implements two algorithms:

GLIS: Global optimization based on inverse distance weighting and radial basis function surrogates, a method for global optimization of a function f that is possibly expensive to evaluate. The algorithm is based on the following paper:

[1] A. Bemporad, "Global optimization via inverse weighting and radial basis functions," Computational Optimization and Applications, vol. 77, pp. 571–595.

GLISp: Global optimization of a function f whose value cannot be evaluated but, given two points x,y, it is possible to query whether f(x) is better than f(y) (preference-based optimization). The algorithm is based on the following paper:

[2] A. Bemporad, D. Piga, "Active preference learning based on radial basis functions," Machine Learning, 2020. In press. Available on arXiv:1909.13049.

This software is distributed without any warranty. Please cite the above papers if you use this software.

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Latest version:

GLIS v2.4 - January 12, 2021
(bugs fixed in PYTHON version of GLISp by Mengjia Zhu)


Previous versions:

GLIS v2.3 - December 20, 2020
(minor changes in MATLAB version)

GLIS v2.2 - January 22, 2020
(Added support for Genetic Algorithm method from MATLAB Global Optimization Toolbox. Minor change in GLISp demo - MATLAB version only)

GLIS v2.1 - October 18, 2019
(file and function names changed to GLIS/GLISp)

GLIS v2.0.1 - September 29, 2019

GLIS v2.0 - September 28, 2019
(added preference-based optimization functions. Preference-based Bayesian optimization by D. Piga)

GLIS v1.1.1 - September 2, 2019

GLIS v1.1 - August 3, 2019
(Python version improved by M. Forgione)

GLIS v1.0.2 - July 6, 2019

GLIS v1.0.1 - July 4, 2019

GLIS v1.0 - June 15, 2019




Last update: January 12, 2021