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

[Robert Kern]

On Tue, Nov 10, 2015 at 2:05 PM, Gubian, Sylvain <Sylvain.Gubian at pmi.com>
wrote:
>
> Dear All,
>
> Thanks a lot for Jake, Andrew, Chuck and Sturla comments.
>
> I would like to address some comments so that I would know how to go
forward, like doing a pull request whenever you think it makes sense.

I think it's time to see the code, whether in the form of a pull request
against scipy or just a release of the current code as a standalone package.

> @Jake: As you mentioned, there are situations where basinhopping may not
work as well as PyGenSA, especially in cases of high number of parameters.
This implementation has actually been focused on solving high dimension
problems. However, it also works for very simple problems, but in those
cases it might show non-optimal performance (in terms of avg number of
function calls). The battery test shows that in general, the number of
successes is almost always better than basinhopping, PyGenSA is a robust
implementation.
>
> As attached, a PDF version of the poster I presented to PyCon UK Coventry
in September 2015 showing a performance benchmark.

This was not attached.

--
Robert Kern
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