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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
The fully stand-alone code is currently available at my homepage:
- free of copyrights (GNU).
- stand-alone (no costly, copyrighted code needed).
- written in C++, using OO approach.
- cross-platform: it's able to compile on windows,unix,...
All what you need is a C++ compiler (like GCC) and you can go!
Frank Vanden Berghen