[Numpy-discussion] hairy optimization problem

Mathew Yeates myeates@jpl.nasa....
Wed May 6 14:16:12 CDT 2009


I have a function f(x,y) which produces N values [v1,v2,v3 .... vN] 
where some of the values are None (only found after evaluation)

each evaluation of "f" is expensive and N is large.
I want N x,y pairs which produce the optimal value in each column.

A brute force approach would be to generate
[v11,v12,v13,v14 ....]
[v21,v22,v23 .......    ]
etc

then locate the maximum of each column.
This is far too slow ......Any other ideas?





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