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 with fewer function evaluations than similar global
derivative-free methods.
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