[Numpy-discussion] N dimensional dichotomy optimization

Matthieu Brucher matthieu.brucher@gmail....
Wed Nov 24 01:53:53 CST 2010


2010/11/24 Gael Varoquaux <gael.varoquaux@normalesup.org>:
> On Tue, Nov 23, 2010 at 07:14:56PM +0100, Matthieu Brucher wrote:
>> > Jumping in a little late, but it seems that simulated annealing might
>> > be a decent method here: take random steps (drawing from a
>> > distribution of integer step sizes), reject steps that fall outside
>> > the fitting range, and accept steps according to the standard
>> > annealing formula.
>
>> There is also a simulated-annealing modification of Nelder Mead that
>> can be of use.
>
> Sounds interesting. Any reference?

Not right away, I have to check. The main difference is the possible
acceptance of a contraction that doesn't lower the cost, and this is
done with a temperature like simulated annealing.

Matthieu
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