Package description

MATLAB and PYTHON packages for global optimization of expensive black-box functions using inverse distance weighting and radial basis functions.

This package implements an algorithm for finding the global minimum of a function that is expensive to evaluate, possibly under constraints, using inverse distance weighting and radial basis functions.

If you use this software you're pleased to cite the paper describing the theory behind it:

A. Bemporad, "Global optimization via inverse weighting", 2019. Submitted for publication. Available on arXiv:1906.06498

This software is distributed without any warranty.

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Latest version:

IDWGOPT V1.1 - August 3, 2019
(Python version improved by M. Forgione)


Previous versions:

IDWGOPT V1.0.2 - July 6, 2019

IDWGOPT V1.0.1 - July 4, 2019

IDWGOPT V1.0 - June 15, 2019




Last update: August 3, 2019