Sequential Random Embedding for High-Dimensional Derivative-Free Optimization. More details can be found in the paper
Hong Qian, Yi-Qi Hu, Yang Yu. Derivative-free optimization of high-dimensional non-convex functions by sequential random embeddings. In: Proceedings of the 24th International Joint Conference on Artificial Intelligence (IJCAI'16), New York, NY, 2016. (PDF: http://lamda.nju.edu.cn/yuy/GetFile.aspx?File=papers/ijcai16-sre.pdf)
The codes are released under the GNU GPL 2.0 license. For commercial purposes, please contact Dr. Yang Yu (yuy@nju.edu.cn) or Prof. Zhi-Hua Zhou (zhouzh@nju.edu.cn)
The codes include a version of RACOS as the optimizer. For the latest version of RACOS, please find at https://github.com/eyounx/RACOS