Software Summary

Note

This page is actively updated now, since many open-source software and code for black-box optimization are still missed here. We will happy to add it if you find some important work omitted here.

Python

• https://esa.github.io/pygmo2/ ( pygmo is a well-designed and well-maintained Python library for parallel optimization. )

  • https://esa.github.io/pygmo2/algorithms.html#pygmo.de

  • https://esa.github.io/pygmo2/algorithms.html#pygmo.sade

  • https://esa.github.io/pygmo2/algorithms.html#pygmo.de1220

  • https://esa.github.io/pygmo2/algorithms.html#pygmo.pso

  • https://esa.github.io/pygmo2/algorithms.html#pygmo.pso_gen

  • https://esa.github.io/pygmo2/algorithms.html#pygmo.sea

  • https://esa.github.io/pygmo2/algorithms.html#pygmo.sga

  • https://esa.github.io/pygmo2/algorithms.html#pygmo.simulated_annealing

  • https://esa.github.io/pygmo2/algorithms.html#pygmo.cmaes

  • https://esa.github.io/pygmo2/algorithms.html#pygmo.xnes

• https://github.com/AureumChaos/LEAP

• https://github.com/CMA-ES/pycma ( CMA-ES )

  • https://github.com/akimotolab/multi-fidelity ( DD-CMA-ES )

    • https://gist.github.com/youheiakimoto/08b95b52dfbf8832afc71dfff3aed6c8 ( VD-CMA )

    • https://gist.github.com/youheiakimoto/2fb26c0ace43c22b8f19c7796e69e108 ( VKD-CMA )

    • https://gist.github.com/youheiakimoto/1180b67b5a0b1265c204cba991fa8518 ( DD-CMA-ES )

    • https://github.com/akimotolab/CMAES_Tutorial ( CMA-ES )

  • https://github.com/CyberAgentAILab/cmaes ( CMA-ES )

    • https://github.com/c-bata/benchmark-warm-starting-cmaes ( CMA-ES )

    • https://github.com/EvoConJP/CMA-ES_with_Margin ( CMA-ES )

  • https://github.com/NiMlr/High-Dim-ES-RL ( CMA-ES )

  • https://github.com/optuna/optuna ( CMA-ES )

• https://github.com/dietmarwo/fast-cma-es ( CMA-ES )

• https://github.com/google/evojax ( NeuroEvolution )

• https://github.com/google/vizier ( Hyperparameter Optimization | AutoML )

• https://github.com/fmfn/BayesianOptimization ( BO )

• https://github.com/hyperopt/hyperopt ( RS )

• https://github.com/ljvmiranda921/pyswarms (PSO)

• https://github.com/mradaideh/neorl

• https://github.com/nnaisense/evotorch (https://evotorch.ai/)

• https://github.com/RobertTLange/evosax

• https://github.com/uber-research/poet ( POET )

• https://pymoo.org/ (pymoo offers state of the art single- and multi-objective optimization algorithms.)

  • https://pymoo.org/algorithms/soo/cmaes.html

  • https://pymoo.org/algorithms/soo/de.html

  • https://pymoo.org/algorithms/soo/es.html

  • https://pymoo.org/algorithms/soo/ga.html

  • https://pymoo.org/algorithms/soo/g3pcx.html

  • https://pymoo.org/algorithms/soo/isres.html

  • https://pymoo.org/algorithms/soo/nelder.html

  • https://pymoo.org/algorithms/soo/pattern.html

  • https://pymoo.org/algorithms/soo/pso.html

  • https://pymoo.org/algorithms/soo/sres.html

• https://scipy.org/

  • https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.differential_evolution.html

  • https://docs.scipy.org/doc/scipy/reference/optimize.minimize-neldermead.html

  • https://docs.scipy.org/doc/scipy/reference/optimize.minimize-powell.html

  • https://docs.scipy.org/doc/scipy/reference/optimize.minimize_scalar-brent.html

Some interesting code snapshots involving population-based methods are shown below:

• https://github.com/apourchot/CEM-RL (CEM)

• https://github.com/facebookresearch/LA-MCTS (BO/CMA-ES)

  • https://github.com/facebookresearch/LaMCTS

• https://github.com/huawei-noah/vega (AutoML)

• https://github.com/SimonBlanke/Gradient-Free-Optimizers (Discrete Optimization)

The below libraries seem to be not actively maintained (according to the last update time):

• https://github.com/blaa/PyGene (Now it is not actively maintained: Last update - Jan 31, 2017.)

• https://github.com/hardmaru/estool (Now it is not actively maintained: Last update - Jan 20, 2022.)

• https://github.com/HIPS/Spearmint (Now it is not actively maintained: Last update - Apr 3, 2019.)

• https://github.com/hpparvi/PyDE (Now it is not actively maintained: Last update - Apr 2, 2019.)

• https://github.com/LDNN97/Evolutionary-Optimization-Algorithms (Now it is not actively maintained: Last update - Apr 14, 2019.)

• https://github.com/pybrain/pybrain (Now it is not actively maintained: Last update - Dec 18, 2017.)

  • https://github.com/pybrain/pybrain/blob/master/pybrain/optimization/distributionbased/fem.py

  • https://github.com/pybrain/pybrain/blob/master/pybrain/optimization/distributionbased/nes.py

  • https://github.com/pybrain/pybrain/blob/master/pybrain/optimization/distributionbased/rank1.py

  • https://github.com/pybrain/pybrain/blob/master/pybrain/optimization/distributionbased/snes.py

  • https://github.com/pybrain/pybrain/blob/master/pybrain/optimization/distributionbased/ves.py

  • https://github.com/pybrain/pybrain/blob/master/pybrain/optimization/distributionbased/xnes.py

  • https://github.com/chanshing/xnes

• https://github.com/scikit-optimize/scikit-optimize (Now it is not actively maintained: Last update - Oct 12, 2021.)

• https://github.com/strongio/evolutionary-optimization (Now it is not actively maintained: Last update - Jan 22, 2020.)

• https://github.com/uber/fiber ( Now it is not actively maintained: Last update - Mar 15, 2021.)

R

https://cran.r-project.org/web/views/Optimization.html

• https://cran.r-project.org/web/packages/adagio/index.html (NM/HJ)

• https://cran.r-project.org/web/packages/CEoptim/index.html (CEM)

• https://cran.r-project.org/web/packages/cmaes/index.html (CMA-ES)

• https://cran.r-project.org/web/packages/DEoptim/index.html (DE)

• https://cran.r-project.org/web/packages/DEoptimR/index.html (JDE)

• https://cran.r-project.org/web/packages/GA/index.html (GA)

• https://cran.r-project.org/web/packages/genalg/index.html (GA)

• https://cran.r-project.org/web/packages/GenSA/index.html (SA)

• https://cran.r-project.org/web/packages/neldermead/index.html (NM)

• https://cran.r-project.org/web/packages/nloptr/index.html

• https://cran.r-project.org/web/packages/NMOF/index.html (DE/GA/PSO/SA)

• https://cran.r-project.org/web/packages/pso/index.html (PSO)

• https://cran.r-project.org/web/packages/RCEIM/index.html (CEM)

• https://cran.r-project.org/web/packages/rCMA/index.html (CMA-ES)

• https://cran.r-project.org/web/packages/rgenoud/index.html (GA)

• https://github.com/hzambran/hydroPSO (Now it is not actively maintained.)

• https://github.com/jakobbossek/ecr2

IOHanalyzer is a performance analyzer for Iterative Optimization Heuristics (IOHs).

Matlab

• https://cse-lab.seas.harvard.edu/cse-lab-software (Now it is not actively maintained.)

  • https://gitlab.ethz.ch/mavt-cse/cma-es

• https://divis-gmbh.de/es-software/ (ES)

  • The Octave source code (proprietary implementations) can be downloaded only for non-commercial use.

• https://github.com/blockchain-group/DIRECTGO

• https://github.com/ProbabilisticNumerics/entropy-search (ESEGO)

• https://people.idsia.ch/~sun/enes.rar (ENES)

C

• https://github.com/CMA-ES/c-cmaes (Now it is not actively maintained.)

• https://www.egr.msu.edu/~kdeb/codes/g3pcx/g3pcx.tar (G3PCX)

C++

• https://github.com/chgagne/beagle (Now it is not actively maintained.)

• https://github.com/CMA-ES/libcmaes (CMA-ES)

• https://github.com/Shark-ML/Shark (Now it is not actively maintained.)

  • https://github.com/Shark-ML/Shark/blob/master/include/shark/Algorithms/DirectSearch/VDCMA.h (VD-CMA)

  • https://github.com/Shark-ML/Shark/blob/master/include/shark/Algorithms/DirectSearch/LMCMA.h (LM-CMA)

• http://lancet.mit.edu/ga/ ( Now it is not actively maintained: Last update - 2007-03-07. )

• https://www.cs.wm.edu/~va/software/DirectSearch/direct_code/

Java

• https://github.com/GMUEClab/ecj (https://cs.gmu.edu/~eclab/projects/ecj/)

• https://github.com/sdarg/opt4j/ (https://sdarg.github.io/opt4j/)

• https://www.isa.us.es/fom/modules/portalWFInterface/init.php (Discrete Optimization)

• https://jmetal.sourceforge.net/ (Now it is not actively maintained.)

• http://www.jamesframework.org/ ( Now it is not actively maintained: Last update - Aug 16, 2016. )

• https://github.com/dwdyer/watchmaker (Now it is not actively maintained.)

• https://github.com/jenetics/jenetics (GA/GP)

C#

• https://github.com/heal-research/HeuristicLab (https://dev.heuristiclab.com/trac.fcgi/wiki)

Others

https://github.com/CMA-ES is a collection of various implementations of the powerful CMA-ES algorithm.

• https://github.com/CMA-ES/c-cmaes (C)

• https://github.com/CMA-ES/libcmaes (C++)

• https://github.com/CMA-ES/pycma (Python)

• https://nlopt.readthedocs.io/en/latest/

• https://coin-or.github.io/Ipopt/

• http://zhar.net/howto/html/ (Now it is not actively maintained.)

• https://sop.tik.ee.ethz.ch/pisa/principles.html (Now it is not actively maintained.)

For experimental comparisons, refer to e.g., 2021 for MOO.