This is a fork of Limbo Limbo (LIbrary for Model-Based Optimization) is an open-source C++11 library for Gaussian Processes and data-efficient optimization (e.g., Bayesian optimization) that is designed to be both highly flexible and very fast. It can be used as a state-of-the-art optimization library or to experiment with novel algorithms with "plugin" components.

Notable Changes

• Various issues that prevented Limbo from compiling on Windows have been fixed
• An issue that prevented Limbo from compiling with recent versions of TBB has been fixed
• The WAF build system is replaced with CMake / vcpkg.
• The Boost tests are translated to Gtest tests.
• All Boost dependencies except for Boost::fusion are removed.
• All experimental code is removed
• The way that templated Params are passed to components of the optimizer is simplified
• New stop conditions and status functions are added
• C++20 concepts are used to make the templated code easier to read and write.
• Assumption that printing messages to std::cerr is ok is replaced with usage of exceptions.
• many instances of operator() are replaced with named methods.
• Support for non-linear constraints is enhanced.
• Added EvaluationStatus to allow objective functions to request a gracely end of optimization or skipping of sample.
• Replaced usages of std::cout with spdlog logging library.