[SciPy-Dev] optimize: add algorithm for global optimization basin hopping

Till Stensitzki mail.till@gmx...
Wed Oct 10 21:20:02 CDT 2012


As far as i can tell, simulated annealing is quite out of touch with more modern
optimization strategies. See

http://scicomp.stackexchange.com/questions/3372/simulated-annealing-proof-of-convergence

and the references mentioned, so more optimization algorithms are good. But i
think the scipy staff should decide the scope of scipy: either add almost every
proved and usable algorithm with an python implementation or only the provide
the most famous. I prefer the first way.

OT things i would like to see in scipy, if anybody has too much time:
* non-negative matrix factorization
* a data fitting function, aka curve_fit on steroids. Maybe lmfit, kaptyn or 
mpfit.
* an bouded linear least squares solver, like bvls. 
* Bayesian frequency estimation
* NFFT





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