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When the search space dimension is comprised between 2 and 20 and when the noise on the objective function evaluation is limited, among the best optimizers available are CONDOR and UOBYQA. When several CPU's are used, the experimental results tend to show that CONDOR becomes the fastest optimizer in its category (fastest in terms of number of function evaluations).
From my knowledge, CONDOR is the ONLY optimizer which is completely: The fully stand-alone code is currently available at my homepage:

All what you need is a C++ compiler (like GCC) and you can go!


Frank Vanden Berghen 2004-04-19