[Numpy-discussion] N dimensional dichotomy optimization

Gael Varoquaux gael.varoquaux@normalesup....
Tue Nov 23 04:17:06 CST 2010


On Tue, Nov 23, 2010 at 11:13:23AM +0100, Sebastian Walter wrote:
> I'm not familiar with dichotomy optimization.
> Several techniques have been proposed to solve the problem: genetic
> algorithms, simulated annealing, Nelder-Mead and Powell.
> To be honest, I find it quite confusing that these algorithms are
> named in the same breath.

I am confused too. But that stems from my lack of knowledge in
optimization.

> Do you have a continuous or a discrete problem?

Both.

> Is your problem of the following form?

> min_x f(x)
> s.t.   lo <= Ax + b <= up
>            0 = g(x)
>            0 <= h(x)

No constraints.

> An if yes, in which space does x live?

Either in R^n, in the set of integers (unidimensional), or in the set of
positive integers.

Gaël


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