[SciPy-user] in search of a different fmin method
genietdev0 at iol.ie
Mon Aug 1 06:03:43 CDT 2005
Robert Kern wrote:
> This algorithm is not a global optimizer. See the section "Multiple
> Locally Optimum Points" on that page.
Understood, but at least with my problem it looks that the Excel method
reaches easier the global minimum then Nelder-Mead and Powell (both stay
in the many local minima I seem to have in my problem;-).
I did not expect that my problem had so many minima;-):
It looks Broyden-Flechter-Golfarb-Shanno is doing a better job (also
does not need a fprime, which I don't have).
> We don't have many global optimizers. There's a simulated annealing
> implementation in scipy.optimize.anneal(). There's also a genetic
> algorithm implementation in scipy.ga, but I think it may have succumbed
> to bit-rot by now.
> Global optimization is hard in general, though, and it takes significant
> experience with the algorithm to tune it for your problem. Good luck!
Oke I will browse around and do some more testing. Thanks for the links.
All the best,
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