[Numpy-discussion] N dimensional dichotomy optimization

[Gael Varoquaux]

On Tue, Nov 23, 2010 at 07:14:56PM +0100, Matthieu Brucher wrote:
> > Jumping in a little late, but it seems that simulated annealing might
> > be a decent method here: take random steps (drawing from a
> > distribution of integer step sizes), reject steps that fall outside
> > the fitting range, and accept steps according to the standard
> > annealing formula.

> There is also a simulated-annealing modification of Nelder Mead that
> can be of use.

Sounds interesting. Any reference?

G