2010/11/22 Gael Varoquaux
On Mon, Nov 22, 2010 at 11:12:26PM +0100, Matthieu Brucher wrote:
It seems that a simplex is what you need. It uses the barycenter (more or less) to find a new point in the simplex. And it works well only in convex functions (but in fact almost all functions have an issue with this :D)
One last question, now that I know that what I am looking for is a simplex algorithm (it indeed corresponds to what I was after), is there a reason not to use optimize.fmin? It implements a Nelder-Mead. I must admit that I don't see how I can use it to specify the convex hull of the parameters in which it operates, or restrict it to work only on integers, which are two things that I may want to do.
optimize.fmin can be enough, I don't know it well enough. Nelder-Mead is not a constrained optimization algorithm, so you can't specify an outer hull. As for the integer part, I don't know if optimize.fmin is type consistent, I don't know if scikits.optimization is either, but I can check it. It should, as there is nothing impeding it. Matthieu -- Information System Engineer, Ph.D. Blog: http://matt.eifelle.com LinkedIn: http://www.linkedin.com/in/matthieubrucher