[SciPy-Dev] Consideration of differential evolution minimizer being added to scipy.optimize.

Andrew Nelson andyfaff at gmail.com
Mon Mar 3 21:21:50 EST 2014


I have written some code implementing the differential evolution
minimization algorithm, as invented by Storn and Price.  It's a
stochastic technique, not gradient based, but it's quite good at
finding global minima of functions.

(see http://www1.icsi.berkeley.edu/~storn/code.html,
http://en.wikipedia.org/wiki/Differential_evolution)

I'd like it to be considered for inclusion in scipy.optimize, and have
tried to write it as such. Can anyone give advice of how to go about
polishing the code, such that it's suitable for inclusion in
scipy.optimize?

https://github.com/andyfaff/DEsolver

cheers,
Andrew.


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Dr. Andrew Nelson


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