Minimalist And Customisable Optimisation Package.

Optimisation problems are frequently encountered in science and industry. Given a real-valued function f defined on a set called the search space X, optimising the function f consists of finding a point x ∈ X that has the optimal value f(x), or at least constructing a sequence (xt)t∈N ∈ XN that is close to the optimum. Depending on the search space X, optimisation problems can be globally classified as discrete problems (e.g. X = {0, 1}n) or as continuous problems (e.g. X = Rn). Tools for modelling and solving discrete (Soni, 2017) and continuous (Agarwal et al., 2020) problems are proposed in the literature.