├── .hgignore ├── .hgtags ├── CMakeLists.txt ├── Doxyfile.in ├── LICENSE ├── README.md ├── cmake ├── FindNumpy.cmake ├── FindPython.cmake ├── PythonMagic.cmake └── UseDoxygen.cmake ├── doxygen ├── bayesopt.jpg ├── branin.png ├── camelback.png ├── contribute.dox ├── demos.dox ├── install.dox ├── models.dox ├── oned.jpg ├── reference.dox ├── related.dox └── using.dox ├── examples ├── CMakeLists.txt ├── bo_branin.cpp ├── bo_branin_display.cpp ├── bo_branin_mcmc.cpp ├── bo_branin_timed.cpp ├── bo_camelback.cpp ├── bo_compare.cpp ├── bo_cont.cpp ├── bo_disc.cpp ├── bo_display.cpp ├── bo_hartmann.cpp ├── bo_oned.cpp ├── branin_system_calls.cpp ├── branin_xml.cpp └── standalone_calls │ ├── eval_branin.py │ ├── eval_branin_xml.py │ └── problem_template.xml ├── exportlocalpaths.sh ├── include ├── bayesopt │ ├── bayesopt.h │ ├── bayesopt.hpp │ ├── bayesoptbase.hpp │ ├── parameters.h │ └── parameters.hpp ├── bopt_state.hpp ├── conditionalbayesprocess.hpp ├── criteria │ ├── criteria_a_opt.hpp │ ├── criteria_combined.hpp │ ├── criteria_distance.hpp │ ├── criteria_ei.hpp │ ├── criteria_expected.hpp │ ├── criteria_hedge.hpp │ ├── criteria_lcb.hpp │ ├── criteria_mi.hpp │ ├── criteria_poi.hpp │ ├── criteria_prod.hpp │ ├── criteria_sum.hpp │ └── criteria_thompson.hpp ├── criteria_functors.hpp ├── dataset.hpp ├── dll_stuff.h ├── gauss_distribution.hpp ├── gaussian_process.hpp ├── gaussian_process_hierarchical.hpp ├── gaussian_process_ml.hpp ├── gaussian_process_normal.hpp ├── inneroptimization.hpp ├── kernel_functors.hpp ├── kernelregressor.hpp ├── kernels │ ├── kernel_atomic.hpp │ ├── kernel_combined.hpp │ ├── kernel_const.hpp │ ├── kernel_gaussian.hpp │ ├── kernel_hamming.hpp │ ├── kernel_linear.hpp │ ├── kernel_matern.hpp │ ├── kernel_polynomial.hpp │ ├── kernel_prod.hpp │ ├── kernel_rq.hpp │ └── kernel_sum.hpp ├── mcmc_sampler.hpp ├── mean_atomic.hpp ├── mean_combined.hpp ├── mean_functors.hpp ├── nonparametricprocess.hpp ├── optimizable.hpp ├── posterior_empirical.hpp ├── posterior_fixed.hpp ├── posterior_mcmc.hpp ├── posteriormodel.hpp ├── prob_distribution.hpp ├── randgen.hpp ├── specialtypes.hpp ├── student_t_distribution.hpp ├── student_t_process_jef.hpp └── student_t_process_nig.hpp ├── index.html ├── matlab ├── Makefile ├── bayesoptcatmex.c ├── bayesoptcont.m ├── bayesoptdisc.m ├── bayesoptdiscmex.c ├── bayesoptextras.h ├── bayesoptmex.c ├── compile_matlab.m ├── compile_octave.m ├── demo_rembo.m ├── demo_test.m ├── gpml_comparison │ ├── gpmlnlopt.m │ ├── gpmltest.m │ ├── nei.m │ └── neinlopt.m ├── readlog.m └── testfunctions │ ├── ackley.m │ ├── branin.m │ ├── braninhighdim.m │ ├── camelback.m │ ├── hartmann.m │ ├── langermann.m │ ├── michalewicz.m │ ├── quadratic.m │ └── rosenbrock.m ├── matplotpp ├── README ├── gl2ps.c ├── gl2ps.h ├── matplotpp.cc └── matplotpp.h ├── nlopt2 ├── AUTHORS ├── CMakeLists.txt ├── COPYING ├── ChangeLog ├── INSTALL ├── Makefile.am ├── Makefile.in ├── NEWS ├── README ├── TODO ├── aclocal.m4 ├── api │ ├── deprecated.c │ ├── f77api.c │ ├── f77funcs.h │ ├── f77funcs_.h │ ├── general.c │ ├── nlopt-in.hpp │ ├── nlopt-internal.h │ ├── nlopt.3 │ ├── nlopt.f │ ├── nlopt.h │ ├── nlopt.hpp │ ├── optimize.c │ └── options.c ├── auglag │ ├── README │ ├── auglag.c │ └── auglag.h ├── autogen.sh ├── bobyqa │ ├── COPYRIGHT │ ├── README │ ├── README.orig │ ├── bobyqa.c │ └── bobyqa.h ├── cdirect │ ├── Makefile.am │ ├── Makefile.in │ ├── README │ ├── cdirect.c │ ├── cdirect.h │ └── hybrid.c ├── cobyla │ ├── COPYRIGHT │ ├── README │ ├── README.orig │ ├── cobyla.c │ └── cobyla.h ├── compile ├── config.cmake.h.in ├── config.guess ├── config.h.in ├── config.sub ├── configure ├── configure.ac ├── crs │ ├── README │ ├── crs.c │ └── crs.h ├── depcomp ├── direct │ ├── AUTHORS │ ├── COPYING │ ├── DIRect.c │ ├── DIRparallel.c │ ├── DIRserial.c │ ├── DIRsubrout.c │ ├── Makefile.am │ ├── Makefile.in │ ├── README │ ├── direct-internal.h │ ├── direct.h │ ├── direct_wrap.c │ ├── tstc.c │ └── userguide.pdf ├── esch │ ├── COPYRIGHT │ ├── README │ ├── esch.c │ └── esch.h ├── install-sh ├── isres │ ├── README │ ├── isres.c │ └── isres.h ├── ltmain.sh ├── luksan │ ├── COPYRIGHT │ ├── README │ ├── luksan.h │ ├── mssubs.c │ ├── plip.c │ ├── plis.c │ ├── plis.txt │ ├── pnet.c │ ├── pssubs.c │ └── v999-07.pdf ├── m4 │ ├── ax_c_threadlocal.m4 │ ├── libtool.m4 │ ├── ltoptions.m4 │ ├── ltsugar.m4 │ ├── ltversion.m4 │ └── lt~obsolete.m4 ├── missing ├── mlsl │ ├── README │ ├── mlsl.c │ └── mlsl.h ├── mma │ ├── README │ ├── ccsa_quadratic.c │ ├── mma.c │ └── mma.h ├── neldermead │ ├── README │ ├── neldermead.h │ ├── nldrmd.c │ └── sbplx.c ├── newuoa │ ├── COPYRIGHT │ ├── README │ ├── README.orig │ ├── newuoa.c │ └── newuoa.h ├── nlopt.pc.in ├── octave │ ├── NLOPT_AUGLAG.m │ ├── NLOPT_AUGLAG_EQ.m │ ├── NLOPT_GD_MLSL.m │ ├── NLOPT_GD_MLSL_LDS.m │ ├── NLOPT_GD_STOGO.m │ ├── NLOPT_GD_STOGO_RAND.m │ ├── NLOPT_GN_CRS2_LM.m │ ├── NLOPT_GN_DIRECT.m │ ├── NLOPT_GN_DIRECT_L.m │ ├── NLOPT_GN_DIRECT_L_NOSCAL.m │ ├── NLOPT_GN_DIRECT_L_RAND.m │ ├── NLOPT_GN_DIRECT_L_RAND_NOSCAL.m │ ├── NLOPT_GN_DIRECT_NOSCAL.m │ ├── NLOPT_GN_ESCH.m │ ├── NLOPT_GN_ISRES.m │ ├── NLOPT_GN_MLSL.m │ ├── NLOPT_GN_MLSL_LDS.m │ ├── NLOPT_GN_ORIG_DIRECT.m │ ├── NLOPT_GN_ORIG_DIRECT_L.m │ ├── NLOPT_G_MLSL.m │ ├── NLOPT_G_MLSL_LDS.m │ ├── NLOPT_LD_AUGLAG.m │ ├── NLOPT_LD_AUGLAG_EQ.m │ ├── NLOPT_LD_CCSAQ.m │ ├── NLOPT_LD_LBFGS.m │ ├── NLOPT_LD_LBFGS_NOCEDAL.m │ ├── NLOPT_LD_MMA.m │ ├── NLOPT_LD_SLSQP.m │ ├── NLOPT_LD_TNEWTON.m │ ├── NLOPT_LD_TNEWTON_PRECOND.m │ ├── NLOPT_LD_TNEWTON_PRECOND_RESTART.m │ ├── NLOPT_LD_TNEWTON_RESTART.m │ ├── NLOPT_LD_VAR1.m │ ├── NLOPT_LD_VAR2.m │ ├── NLOPT_LN_AUGLAG.m │ ├── NLOPT_LN_AUGLAG_EQ.m │ ├── NLOPT_LN_BOBYQA.m │ ├── NLOPT_LN_COBYLA.m │ ├── NLOPT_LN_NELDERMEAD.m │ ├── NLOPT_LN_NEWUOA.m │ ├── NLOPT_LN_NEWUOA_BOUND.m │ ├── NLOPT_LN_PRAXIS.m │ ├── NLOPT_LN_SBPLX.m │ ├── dummy.c │ ├── nlopt_minimize.m │ ├── nlopt_minimize_constrained.m │ ├── nlopt_optimize-mex.c │ ├── nlopt_optimize-oct.cc │ ├── nlopt_optimize.m │ └── nlopt_optimize_usage.h ├── praxis │ ├── README │ ├── praxis.c │ └── praxis.h ├── py-compile ├── slsqp │ ├── COPYRIGHT │ ├── README │ ├── slsqp.c │ └── slsqp.h ├── stogo │ ├── COPYRIGHT │ ├── README │ ├── global.cc │ ├── global.h │ ├── linalg.cc │ ├── linalg.h │ ├── local.cc │ ├── local.h │ ├── paper.pdf │ ├── prog.cc │ ├── rosen.h │ ├── stogo.cc │ ├── stogo.h │ ├── stogo_config.h │ ├── techreport.pdf │ ├── testfun.h │ ├── testros.cc │ ├── tools.cc │ ├── tools.h │ ├── tst.cc │ └── tstc.c ├── swig │ ├── nlopt-enum-renames.i │ ├── nlopt-exceptions.i │ ├── nlopt-guile.cpp │ ├── nlopt-guile.i │ ├── nlopt-python.cpp │ ├── nlopt-python.i │ ├── nlopt.i │ ├── nlopt.py │ ├── nlopt.scm.in │ └── numpy.i ├── test │ ├── testfuncs.c │ ├── testfuncs.h │ └── testopt.cpp └── util │ ├── mt19937ar.c │ ├── nlopt-util.h │ ├── qsort_r.c │ ├── redblack.c │ ├── redblack.h │ ├── redblack_test.c │ ├── rescale.c │ ├── soboldata.h │ ├── sobolseq.c │ ├── stop.c │ └── timer.c ├── optimization.bib ├── params.json ├── python ├── bayesopt.cpp ├── bayesopt.pyx ├── bayesoptmodule.py ├── demo_cam.py ├── demo_dimscaling.py ├── demo_distance.py ├── demo_multiprocess.py └── demo_quad.py ├── sobol ├── sobol.cpp ├── sobol.hpp ├── sobol_i4.cpp └── sobol_i8.cpp ├── src ├── bayesoptbase.cpp ├── bayesoptcont.cpp ├── bayesoptdisc.cpp ├── bopt_state.cpp ├── conditionalbayesprocess.cpp ├── criteria_functors.cpp ├── criteria_hedge.cpp ├── dataset.cpp ├── gauss_distribution.cpp ├── gaussian_process.cpp ├── gaussian_process_hierarchical.cpp ├── gaussian_process_ml.cpp ├── gaussian_process_normal.cpp ├── inneroptimization.cpp ├── kernel_functors.cpp ├── kernelregressor.cpp ├── mcmc_sampler.cpp ├── mean_functors.cpp ├── nonparametricprocess.cpp ├── parameters.cpp ├── posterior_empirical.cpp ├── posterior_fixed.cpp ├── posterior_mcmc.cpp ├── posteriormodel.cpp ├── student_t_distribution.cpp ├── student_t_process_jef.cpp ├── student_t_process_nig.cpp └── wrappers │ └── bayesoptwpr.cpp 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