[Numpy-discussion] N dimensional dichotomy optimization

Matthieu Brucher matthieu.brucher@gmail....
Tue Nov 23 03:18:50 CST 2010


> 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.

This is strange. It should not if the intiial points are set
adequatly. You may want to check if the initial conditions make the
optimization start at correct locations.

> Of course optimization on integers is
> fairly ill-posed, so I am asking for trouble.

Indeed :D
That's why GA can be a good solution as well.

Matthieu
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Information System Engineer, Ph.D.
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