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IMATRS solves integer bound constrained noisy black box optimization problems.

The program was written by Morteza Kimiaei (University of Vienna). Please inform the author at kimiaeim83@univie.ac.at if you make serious use of this code.

This directory contains

  • the Matlab source code for Version 1.0 (Jully 13, 2022),
  • a driver program driverIMATRS.m showing its use,
  • and the paper

M. Kimiaei and A. Neumaier

Efficient composite heuristics for integer bound constrained noisy optimization (2022)

This paper describes the method implemented and some test results. Please cite this paper when using this package in scientific work.

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Integer Matrix Adaptation Trust Region Strategy

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