2010/11/24 Gael Varoquaux
On Tue, Nov 23, 2010 at 07:14:56PM +0100, Matthieu Brucher wrote:
Jumping in a little late, but it seems that simulated annealing might be a decent method here: take random steps (drawing from a distribution of integer step sizes), reject steps that fall outside the fitting range, and accept steps according to the standard annealing formula.
There is also a simulated-annealing modification of Nelder Mead that can be of use.
Sounds interesting. Any reference?
Not right away, I have to check. The main difference is the possible acceptance of a contraction that doesn't lower the cost, and this is done with a temperature like simulated annealing. Matthieu -- Information System Engineer, Ph.D. Blog: http://matt.eifelle.com LinkedIn: http://www.linkedin.com/in/matthieubrucher