[SciPy-Dev] feedback on adding global optimiser methods to `minimize`

Stefan Endres stefan.c.endres at gmail.com
Mon Sep 9 14:54:47 EDT 2019


>As you may be aware this idea has been brought forward before, for the
reasons you suggested and more.
Yes, thank you I was looking for links to these discussions.

>The development of differential_evolution has certainly benefitted from
the solver being class based, but also from being a private interface,
which has allowed relatively large changes to be made to its functionality.
For now I will look through the differential_evolution code for
similarities with shgo that can be abstracted to and incorporate this into
the `SHGO` class in case this idea picks up again in the future.


On Mon, Sep 9, 2019 at 1:33 AM Andrew Nelson <andyfaff at gmail.com> wrote:

> I agree that a single unified function for all the routines would be
>> neater since all the algorithms have black-box functions as input anyway. I
>> believe that any extra optional arguments to the global optimisation
>> functions not already defined by `minimize` can be handled with the
>> `options` dictionary object passed to the `minimize` function
>>
>
> Thank you for feedback.
>
> One additional thought is the possibility of adding a unified `Minimizer`
>> class to scipy.optimize. There are two reasons for this:
>>
>
> As you may be aware this idea has been brought forward before, for the
> reasons you suggested and more. The idea stalled unfortunately. Because it
> would be a large changeset it's necessary to get everyone on board first
> (via a SciPEP).
> https://github.com/scipy/scipy/pull/8552 (SciPEP proposing it)
> https://github.com/scipy/scipy/pull/8414 (PR exploring the idea)
> Perhaps another way to bring this about is to setup a separate
> implementation project and show it working before it could be incorporated.
> That would give time and freedom for any issues to be ironed out. The
> development of differential_evolution has certainly benefitted from the
> solver being class based, but also from being a private interface, which
> has allowed relatively large changes to be made to its functionality.
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> SciPy-Dev at python.org
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>


-- 
Stefan Endres (MEng, AMIChemE, BEng (Hons) Chemical Engineering)
Postgraduate Student: Institute of Applied Materials
Department of Chemical Engineering, University of Pretoria
Cell: +27 (0) 82 972 42 89
E-mail: Stefan.C.Endres at gmail.com
St. Number: 11004968
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