[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
More information about the SciPy-Dev
mailing list