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I am currently working on the Nelder-Mead optimiser. I will also look into "BOBYQA". I am always searching for interesting algorithms that my users need. If you
by simonblanke 6y ago
I am currently working on the Nelder-Mead optimiser. I will also look into "BOBYQA". I am always searching for interesting algorithms that my users need. If you have more suggestions you can open an issue in the repository.
- twic 6y agoThat's good to hear. I don't have any other specific requests - for me it seems impossible to know what will work on my problems, so i just try things at random to see what works! I don't know the architecture of your project, but is there any way it could include NLopt, and so make all of its algorithms available? Some of them could be useful, and i doubt it's a good use of your time to reimplement them all from scratch.
- simonblanke 6y agoUnfortunately NLopt cannot be included into Gradient-Free-Optimizers. But i would like to implement multiple algorithms that are also preset in NLopt. I think it will help my understanding of optimization algorithms if i implement them myself. I currently have my eyes on the Downhill-simplex, Direct and Powell's Method. But they are quite different from what i have already implemented, so this could take some time.
- sleavey 6y agoI've used this, and it works nicely: https://github.com/numericalalgorithmsgroup/pybobyqa https://github.com/numericalalgorithmsgroup/pybobyqa. I'd be happy if it were added to your project, then I could just use yours and have access to a bunch of alternatives with the same API.