[Numpy-discussion] N dimensional dichotomy optimization

[Gael Varoquaux]

On Tue, Nov 23, 2010 at 10:18:50AM +0100, Matthieu Brucher wrote:
> > The problem is that I can't tell the Nelder-Mead that the smallest jump
> > it should attempt is .5. I can set xtol to .5, but it still attemps jumps
> > of .001 in its initial jumps.

> This is strange. It should not if the intiial points are set
> adequatly. You may want to check if the initial conditions make the
> optimization start at correct locations.

Yes, that's excatly the problem. And it is easy to see why: in
scipy.optimise.fmin, around line 186, the initial points are chosen with
a relative distance of 0.00025 to the intial guess that is given. That's
not what I want in the case of integers :).

> > Of course optimization on integers is
> > fairly ill-posed, so I am asking for trouble.

> Indeed :D That's why GA can be a good solution as well.

It's suboptimal if I know that my function is bell-shaped.

Gael