I haven't used the global optimization routines, but if I were to use them, the problem would have constraints. So this sounds useful to me. On Thu, Mar 14, 2019 at 6:26 PM Andrew Nelson <andyfaff@gmail.com> wrote:
Dear list, I've been musing on the implementation of non-linear constraints for `scipy.optimize.differential_evolution`. There are various ways of doing this (search for "nonlinear constraint function differential evolution" on Google). There is a version by Lampinen (2002) that seems fairly straightforward. It is described at: https://pdfs.semanticscholar.org/088e/60df2694230e8e9e841e19ec218cddba54fe.p... The paper has been cited 263 times, which indicates its usefulness. These kinds of constraints have been implemented in the R version (as indicated by the documentation).
Does anyone else have any thoughts as to whether they'd find such an approach useful in scipy?
Andrew.
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