[SciPy-user] in search of a different fmin method

Victor Reijs genietdev0 at iol.ie
Mon Aug 1 06:03:43 CDT 2005

Hello Robert,

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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