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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