Add the LIPO and RankOpt global optimization algorithms - #216
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gaetanserre wants to merge 11 commits into
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gaetanserre wants to merge 11 commits into
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RemyDegenne
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Aug 24, 2026
| (htop : ∀ n (data : Iic n → α × β), κs n data (decision n data) ≠ ⊤) | ||
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| /-- The interface for decision-based optimization algorithms. -/ | ||
| noncomputable def Decision : Algorithm α β where |
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I'm not a fan of the Decision name. It's too vague. Every algorithm is a decision procedure.
Can we try to describe it more precisely? What you are doing is taking a sequence of kernels (an Algorithm, up to the fact that they might not be Markov), and conditioning them on some sets. It almost feels like it should be Algorithm.cond, but the kernels are not necessarily Markov so it can't be. I'll be thinking about a name.
Co-authored-by: Rémy Degenne <remydegenne@gmail.com>
Co-authored-by: Rémy Degenne <remydegenne@gmail.com>
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Add the LIPO and RankOpt global optimization algorithms.
Define the
Decisioninterface for decision-based algorithm i.e., algorithms that accepts a candidate point sampled from a probability measure w.r.t. its membership to a decision set.