[Numpy-discussion] N dimensional dichotomy optimization

[Gael Varoquaux]

Hi list,

does anybody have, or knows where I can find some N dimensional dichotomy optimization code in Python (BSD licensed, or equivalent)?

Worst case, it does not look too bad to code, but I am interested by any advice. I haven't done my reading yet, and I don't know how ill-posed a problem it is. I had in mind starting from a set of points and iterating the computation of the objective function's value at the barycenters of these points, and updating this list of points. This does raise a few questions on what are the best possible updates.

Cheers,

Gael