Optimizing math functions

Esmail ebonak at hotmail.com
Sun May 24 08:42:59 EDT 2009


Robert Kern wrote:
> 
> 
> We have several bounded optimization routines in scipy.
> 
> http://docs.scipy.org/doc/scipy/reference/optimize.html

Hi Robert,

Thanks for the lead .. I briefly looked at the documentation, but
before I dig into this more deeply 2 quick questions:

1. Will is also allow me to maximize a function (I only saw minimum)?

2. Will it give me the global minima/maxima?

I only ask because I got all excited to see that R has an optimize
function but unfortunately it can not deal with multi-modal functions.
I am trying  to come up with some complex test cases for a genetic
algorithm I'm working with, both for functions using f(x) and f(x,y) over a
variety of intervals so I  would like to have a way to verify results for
more challenging functions.

Thanks a lot,

Esmail




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