[SciPy-user] Simulated annealing in scipy

[Nils Wagner]

Hi all,

I tried to find the smallest eigenvalue of a generalized
eigenvalue problem

K x = \lambda M x

by minimizing the Rayleigh quotient

R = x^T K x / x^T M x

where K and M are symmetric positive definite.
I have used optimize.anneal for this purpose (annealing.py for details).
However, the simulated annealing algorithm doesn't terminate with the 
global optimal solution.
But for what reason ?

Any pointer would be appreciated.

Regards,
                  Nils
 

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