On 2009-05-24 07:42, Esmail wrote:
Robert Kern wrote:
We have several bounded optimization routines in scipy.
http://docs.scipy.org/doc/scipy/reference/optimize.html
Hi Robert,
Thanks for the lead .. I briefly looked at the documentation, but
before I dig into this more deeply 2 quick questions:
1. Will is also allow me to maximize a function (I only saw minimum)?
Already answered.
2. Will it give me the global minima/maxima?
No, they are local optimizers.
I only ask because I got all excited to see that R has an optimize
function but unfortunately it can not deal with multi-modal functions.
I am trying to come up with some complex test cases for a genetic
algorithm I'm working with, both for functions using f(x) and f(x,y) over a
variety of intervals so I would like to have a way to verify results for
more challenging functions.
You may want to consider using artificial functions with known optima. Here is a
paper from the ACM Transactions on Mathematical Software doing such:
http://portal.acm.org/citation.cfm?id=962444
http://wwwinfo.deis.unical.it/~yaro/GKLS.html
http://www.netlib.org/toms/829
--
Robert Kern
"I have come to believe that the whole world is an enigma, a harmless enigma
that is made terrible by our own mad attempt to interpret it as though it had
an underlying truth."
-- Umberto Eco
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