[SciPy-Dev] feature proposal for scipy.optimize.differential_evolution

[frank.home at sbcglobal.net]

Hello,
In using scipy.optimize.differential_evolution, we found that it is useful to modify the behavior for problems where solutions of the equations being optimized are not feasible in some of the space being explored. Rather than having the code throw exceptions and then abort, we use the approach of returning np.inf for the objective function in infeasible regions. We are interested in turning this approach into a feature of scipy.optimize.differential_evolution and submitting a pull request, and would like to know if people think this would be a useful contribution. 
Our approach would be to add a boolean parameter to scipy.optimize.differential_evolution for selecting whether to handle lack of ability to find a solution in the above manner. The default for the parameter would be to not do this, i.e. run scipy.optimize.differential_evolution as it now works.
Please let us know what you think, and if you would be interested in reviewing code, please let us know that as well!
Thank you,Frank Torres




  
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