Samsara

Abstract

Samsara is a reverse communication nonlinear optimization solver for smooth unconstrained objectives. The library functions as an oracle that suggests a step (direction and length) using previous information provided to it by the calling routine. It does not execute function evaluations or gradient calculations, but it does build a model of the function being optimized, based on the steps, gradients and function values (if available) passed to it by the user. Fortran, Matlab, and Python implementations are available in the compressed-tar-file.