[SciPy-Dev] New simulated annealing implementation (PR 6197)

[Ralf Gommers]

<edited subject>


On Fri, Sep 9, 2016 at 12:24 AM, Gubian, Sylvain <Sylvain.Gubian at pmi.com>
wrote:

> Dear All,
>
> Following the discussion regarding DE and simulating annealing, I have
> made a PR for proposing a new implementation for simulating annealing (that
> is a generalized one).
> https://github.com/scipy/scipy/pull/6197 (already kindly commented by
> Ralf and Andrew).
> The homemade (parallelized) benchmarks are showing very good results
> especially in terms of successful rate.
> Since, Andrew has fixed the benchmark code for python3. In order to
> consider this enhancement proposal, what do you guys recommend me to do.
> The idea is to benchmark it with the new fixed benchmark (using the PR
> branch for having this new optimizer). I presented a poster in EuroSciPy in
> Erlangen describing the performance of this approach and had a nice talk
> with Olivier Grisel about it.
> Any thoughts to move this forward?
>
> Thanks a lot in advance.
>

Hi Sylvain, thanks for reminding us of your PR. Now that the issue with the
benchmarks is fixed, I'd say you can indeed just add your gensa to the
existing benchmarks I'd say. Then if those look good as well (I'd expect
so, given the amount of work you put in your own benchmark) then let's try
to get your PR merged.

If you have your poster somewhere public, it would be nice to link it from
the PR. I'd be interested to have a look at it.

Cheers,
Ralf
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