[SciPy-Dev] WIP: Class based Optimizers

[Andrew Nelson]

For future reference parallel Nelder Mead is described
at 10.1007/s10614-007-9094-2, and some performance at
https://scwu.io/f/Parallelization_Nelder_Mead_Simplex_Algorithm_Abstract.pdf
.

On 5 March 2018 at 18:13, Andrew Nelson <andyfaff at gmail.com> wrote:

> > would allow something like a parallel implementation of Nelder-Mead.
>
> At the moment the __next__ method would consist of the logic of the
> existing loop inside _minimize_neldermead, which is done serially. I was
> not aware of a parallel version of NM, but a quick search reveals there is
> something along those lines. That's not in scope here, but could be added
> later.
>
> On 5 March 2018 at 18:03, Phillip Feldman <phillip.m.feldman at gmail.com>
> wrote:
>
>> From the (beautifully written) draft PEP:
>>
>> "Different optimization algorithms can inherit from Optimizer, with each
>> of the subclasses overriding the __next__ method ..."
>>
>> I'm unclear re. whether this approach would allow something like a
>> parallel implementation of Nelder-Mead.
>>
>> Phillip
>>
>> On Sun, Mar 4, 2018 at 7:05 PM, Andrew Nelson <andyfaff at gmail.com> wrote:
>>
>>> Scott Sievert and I have put a lot of work into preparing a draft of the
>>> PEP for class based scalar minimizers:
>>>
>>> https://github.com/andyfaff/scipy/blob/a52bb4f9029389da3ab07
>>> 2c92c609d71ed6943c6/PEP/1-Optimizer.rst
>>>
>>> where we've tried to address comments already made in this thread, and
>>> from the WIP github PR. Scott and I look forward to hearing any
>>> comments/concerns/feedback about the proposal. We can field any questions
>>> and address them in an updated PEP, as well as on here.
>>>
>>> Andrew.
>>>
>>>
>>> p.s. Ralf/Pauli, could we add the PEP to a scipy/PEP, or scipy/scipep,
>>> repo? How should we discuss such this, and any further PEP? Should we have
>>> a scipep process, or shall we keep things simple?
>>>
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>>>
>>>
>>
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>>
>
>
> --
> _____________________________________
> Dr. Andrew Nelson
>
>
> _____________________________________
>



-- 
_____________________________________
Dr. Andrew Nelson


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