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Global optimization algorithms written in C++

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There is no include guard (neither "pragma once", nor "ifndef").

Differential evolution does not use provided initial guess in any ways. If this is by design, than the solvers' interface is poorly documented/designed. They all looks like initial guess should...

Pallas' simulated annealing design is inherently broken. In fact it is not a simulated annealing, because temperature does not affect probability of "bad solution" consideration. The only thing the temperature...

differential_evolution.cc, line 168: global_minimum_state_.x = population_[min_idx]; should be replaced with: global_minimum_state_.x.resize(population_[min_idx].size()); scale_parameters_(population_[min_idx], global_minimum_state_.x); Cost me half of a day of debugging.