[Scipy-tickets] [SciPy] #1126: scipy.optimize.anneal does not respect lower/upper bounds

SciPy Trac scipy-tickets@scipy....
Thu Mar 4 07:16:05 CST 2010


#1126: scipy.optimize.anneal does not respect lower/upper bounds
--------------------------------+-------------------------------------------
 Reporter:  lboussouf           |       Owner:  somebody   
     Type:  defect              |      Status:  new        
 Priority:  highest             |   Milestone:  Unscheduled
Component:  scipy.optimize      |     Version:             
 Keywords:  bounds upper lower  |  
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Comment(by stefan):

 I'm not working on this code, but I remember a previous discussion on the
 mailing list where it was stated that bounded optimizers *do* sometimes
 evaluate functions outside boundaries, but they also guarantee the final
 answer to be inside the boundary.

 An alternative was suggested whereby you transfer your cost function to
 become very expensive outside the boundaries, rather than throwing an
 exception (using log functions, I can't recall the exact details).

 Maybe Josef Perkitold or Robert Kern would be able to recall the exact
 method.

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1126#comment:1>
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