Package: OSCARS 0.1.2

OSCARS: Global Bounded Optimization by the OSCARS-II Algorithm

A collection of general optimization routines based on variants of the One Side Cut Accelerated Random Search (OSCARS-II) algorithm (Price et al., 2020, <doi:10.1007/s10898-020-00928-6>). The main function , 'oscars()', performs black-box optimization of a general (including nonsmooth or discontinuous) function subject to simple bounds on the unknowns. If all bounds are finite, oscars searches globally. The main method implements a stochastic direct search method and is derivative free. Testing shows the OSCARS-II algorithm usually finds extrema in fewer function evaluations than similar global derivative-free methods.

Authors:Chris Price [aut, cre], Trent McDonald [aut, ctb]