[Numpy-discussion] N dimensional dichotomy optimization

Gael Varoquaux gael.varoquaux@normalesup....
Tue Nov 23 02:52:26 CST 2010


On Tue, Nov 23, 2010 at 08:21:55AM +0100, Matthieu Brucher wrote:
> optimize.fmin can be enough, I don't know it well enough. Nelder-Mead
> is not a constrained optimization algorithm, so you can't specify an
> outer hull.

I saw that, after a bit more reading.

> As for the integer part, I don't know if optimize.fmin is
> type consistent,

That not a problem: I wrap my function in a small object to ensure
memoization, and input argument casting.

The problem is that I can't tell the Nelder-Mead that the smallest jump
it should attempt is .5. I can set xtol to .5, but it still attemps jumps
of .001 in its initial jumps. Of course optimization on integers is
fairly ill-posed, so I am asking for trouble.

Gael


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