Dear All,
Following the discussion regarding DE and simulating annealing, I have made a PR for proposing a new implementation for simulating annealing (that is a generalized one).
https://github.com/scipy/scipy/pull/6197 (already kindly commented by Ralf and Andrew).
The homemade (parallelized) benchmarks are showing very good results especially in terms of successful rate.
Since, Andrew has fixed the benchmark code for python3. In order to consider this enhancement proposal, what do you guys recommend me to do. The idea is to benchmark it with the new fixed benchmark (using the PR branch for having this new optimizer). I presented a poster in EuroSciPy in Erlangen describing the performance of this approach and had a nice talk with Olivier Grisel about it.
Any thoughts to move this forward?
Thanks a lot in advance.