[SciPy-Dev] feedback on adding global optimiser methods to `minimize`

Andrew Nelson andyfaff at gmail.com
Sun Sep 8 19:32:01 EDT 2019


>
> I agree that a single unified function for all the routines would be
> neater since all the algorithms have black-box functions as input anyway. I
> believe that any extra optional arguments to the global optimisation
> functions not already defined by `minimize` can be handled with the
> `options` dictionary object passed to the `minimize` function
>

Thank you for feedback.

One additional thought is the possibility of adding a unified `Minimizer`
> class to scipy.optimize. There are two reasons for this:
>

As you may be aware this idea has been brought forward before, for the
reasons you suggested and more. The idea stalled unfortunately. Because it
would be a large changeset it's necessary to get everyone on board first
(via a SciPEP).
https://github.com/scipy/scipy/pull/8552 (SciPEP proposing it)
https://github.com/scipy/scipy/pull/8414 (PR exploring the idea)
Perhaps another way to bring this about is to setup a separate
implementation project and show it working before it could be incorporated.
That would give time and freedom for any issues to be ironed out. The
development of differential_evolution has certainly benefitted from the
solver being class based, but also from being a private interface, which
has allowed relatively large changes to be made to its functionality.
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