[SciPy-Dev] Global Optimization Benchmarks

[Ralf Gommers]

On Fri, Jan 8, 2021 at 12:20 PM Andrea Gavana <andrea.gavana at gmail.com>
wrote:

> Hi Ralf,
>
> On Fri, 8 Jan 2021 at 12:15, Ralf Gommers <ralf.gommers at gmail.com> wrote:
>
>>
>>
>> On Fri, Jan 8, 2021 at 11:35 AM Andrea Gavana <andrea.gavana at gmail.com>
>> wrote:
>>
>>> Hi Ralf,
>>>
>>> On Fri, 8 Jan 2021 at 11:07, Ralf Gommers <ralf.gommers at gmail.com>
>>> wrote:
>>>
>>>>
>>>>
>>>> On Fri, Jan 8, 2021 at 10:21 AM Andrea Gavana <andrea.gavana at gmail.com>
>>>> wrote:
>>>>
>>>>> Dear SciPy Developers & Users,
>>>>>
>>>>>     long time no see :-) . I thought to start 2021 with a bit of a
>>>>> bang, to try and forget how bad 2020 has been... So I am happy to present
>>>>> you with a revamped version of the Global Optimization Benchmarks from my
>>>>> previous exercise in 2013.
>>>>>
>>>>
>>>> Hi Andrea, this is awesome! Thanks for sharing!
>>>>
>>>
>>> I am happy you like it :-) .
>>>
>>>
>>>
>>>> This could be really useful to link to and use as a guide for providing
>>>> recommendations for solvers to use in the scipy.optimize tutorials. It's
>>>> good to see that SciPy overall is much more competitive than it was in
>>>> 2013. Overall it seems SHGO is our most accurate solver, and making it
>>>> faster seems worthwhile. That shouldn't be very difficult, given that it's
>>>> all pure Python still.
>>>>
>>>
>>> I have to say that, compared to back in 2013, the addition of SHGO and
>>> DualAnnealing to SciPy has made the global optimization world in SciPy much
>>> more powerful, pretty much at the top of what can currently be done with
>>> open source solvers.
>>>
>>>
>>>> MCS isn't open source, but both DIRECT and BiteOpt are MIT-licensed and
>>>> seem the best candidates to be considered for inclusion in SciPy.
>>>>
>>>
>>> I couldn't find a license restriction for MCS, but maybe I haven't
>>> looked hard enough... Do you have a link for it? I am just curious.
>>>
>>
>> MCS itself doesn't contain any license information, but it depends on
>> MINQ which has a link in "All versions of MINQ are licensed" on this page:
>> https://www.mat.univie.ac.at/~neum/software/minq/. It's only free for
>> non-commercial use.
>>
>
>
> Ah, OK, thank you, I didn't think about that. Of course, assuming SciPy
> had another, different "bound constrained indefinite quadratic programming"
> module then we could easily swap it :-) .
>

MCS and MINQ are from the same author, so I'd expect the same restriction
to apply to MCS though. We could ask for permission to license all that
under BSD/MIT, sometimes that works - the author seems like the typical
academic who doesn't understand open source licensing. In the past we've
had success with explaining; given how much extra exposure/users MCS gets
if it would be included in SciPy, it may be worth doing if someone is
motivated to work on integrating MCS into SciPy.

Cheers,
Ralf
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