[SciPy-Dev] optimize: add algorithm for global optimization basin hopping

Sturla Molden sturla at molden.no
Thu Oct 11 05:37:13 EDT 2012


On 11.10.2012 04:20, Till Stensitzki wrote:
> As far as i can tell, simulated annealing is quite out of touch with more modern
> optimization strategies.

In Bayesian statistics, Markov chain Monte Carlo is the standard 
integration tool. If you want a peak or a root instead of the integral, 
Metropolis-Hastings becomes simulated annealing.

Sturla




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