[Numpy-discussion] N dimensional dichotomy optimization
Mon Nov 22 14:12:45 CST 2010
2010/11/22 Gael Varoquaux <email@example.com>:
> Hi list,
> 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.
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