[Numpy-discussion] N dimensional dichotomy optimization

Matthieu Brucher matthieu.brucher@gmail....
Mon Nov 22 14:12:45 CST 2010


2010/11/22 Gael Varoquaux <gael.varoquaux@normalesup.org>:
> Hi list,

Hi ;)

> does anybody have, or knows where I can find some N dimensional dichotomy optimization code in Python (BSD licensed, or equivalent)?

I don't know any code, but it should be too difficult by bgoing
through a KdTree.

> Worst case, it does not look too bad to code, but I am interested by any advice. I haven't done my reading yet, and I don't know how ill-posed a problem it is. I had in mind starting from a set of points and iterating the computation of the objective function's value at the barycenters of these points, and updating this list of points. This does raise a few questions on what are the best possible updates.

In this case, you may want to check Nelder-Mead algotihm (also known
as down-hill simplex or polytope), which is available in
scikits.optimization, but there are other implementations out there.

Cheers ;)

Matthieu
-- 
Information System Engineer, Ph.D.
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