[Numpy-discussion] N dimensional dichotomy optimization

Gael Varoquaux gael.varoquaux@normalesup....
Mon Nov 22 16:36:01 CST 2010


On Mon, Nov 22, 2010 at 11:12:26PM +0100, Matthieu Brucher wrote:
> It seems that a simplex is what you need. It uses the barycenter (more
> or less) to find a new point in the simplex. And it works well only in
> convex functions (but in fact almost all functions have an issue with
> this :D)

One last question, now that I know that what I am looking for is a
simplex algorithm (it indeed corresponds to what I was after), is there a
reason not to use optimize.fmin? It implements a Nelder-Mead. I must
admit that I don't see how I can use it to specify the convex hull of the
parameters in which it operates, or restrict it to work only on integers,
which are two things that I may want to do.

Gaël


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