2010/11/24 Gael Varoquaux <gael.varoqu...@normalesup.org>: > On Tue, Nov 23, 2010 at 07:14:56PM +0100, Matthieu Brucher wrote: >> > Jumping in a little late, but it seems that simulated annealing might >> > be a decent method here: take random steps (drawing from a >> > distribution of integer step sizes), reject steps that fall outside >> > the fitting range, and accept steps according to the standard >> > annealing formula. > >> There is also a simulated-annealing modification of Nelder Mead that >> can be of use. > > Sounds interesting. Any reference?
Not right away, I have to check. The main difference is the possible acceptance of a contraction that doesn't lower the cost, and this is done with a temperature like simulated annealing. Matthieu -- Information System Engineer, Ph.D. Blog: http://matt.eifelle.com LinkedIn: http://www.linkedin.com/in/matthieubrucher _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
