>
>
> On Tue, Nov 23, 2010 at 3:37 AM, Sebastian Walter
> wrote:
> On Tue, Nov 23, 2010 at 11:17 AM, Gael Varoquaux
> wrote:
> > On Tue, Nov 23, 2010 at 11:13:23AM +0100, Sebastian Walter wrote:
> >> I'm not familiar with dichotomy optimization.
> >> Several techniques have been proposed to s
On Tue, Nov 23, 2010 at 3:37 AM, Sebastian Walter <
sebastian.wal...@gmail.com> wrote:
> On Tue, Nov 23, 2010 at 11:17 AM, Gael Varoquaux
> wrote:
> > On Tue, Nov 23, 2010 at 11:13:23AM +0100, Sebastian Walter wrote:
> >> I'm not familiar with dichotomy optimization.
> >> Several techniques have
2010/11/24 Gael Varoquaux :
> 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
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, a
2010/11/23 Zachary Pincus :
>
> On Nov 23, 2010, at 10:57 AM, Gael Varoquaux wrote:
>
>> On Tue, Nov 23, 2010 at 04:33:00PM +0100, Sebastian Walter wrote:
>>> At first glance it looks as if a relaxation is simply not possible:
>>> either there are additional rows or not.
>>> But with some technical
On Nov 23, 2010, at 10:57 AM, Gael Varoquaux wrote:
> On Tue, Nov 23, 2010 at 04:33:00PM +0100, Sebastian Walter wrote:
>> At first glance it looks as if a relaxation is simply not possible:
>> either there are additional rows or not.
>> But with some technical transformations it is possible to r
On Tue, Nov 23, 2010 at 04:33:00PM +0100, Sebastian Walter wrote:
> At first glance it looks as if a relaxation is simply not possible:
> either there are additional rows or not.
> But with some technical transformations it is possible to reformulate
> the problem into a form that allows the relaxa
On Tue, Nov 23, 2010 at 10:19:06AM -0500, josef.p...@gmail.com wrote:
> > I have a Nelder-Mead that seems to be working quite well on a few toy
> > problems.
> Assuming your function is well behaved, one possible idea is to try
> replacing the integer objective function with a continuous
> interpo
On Tue, Nov 23, 2010 at 2:50 PM, Gael Varoquaux
wrote:
> On Tue, Nov 23, 2010 at 02:47:10PM +0100, Sebastian Walter wrote:
>> Well, I don't know what the best method is to solve your problem, so
>> take the following with a grain of salt:
>> Wouldn't it be better to change the model than modifying
On Tue, Nov 23, 2010 at 8:50 AM, Gael Varoquaux
wrote:
> On Tue, Nov 23, 2010 at 02:47:10PM +0100, Sebastian Walter wrote:
>> Well, I don't know what the best method is to solve your problem, so
>> take the following with a grain of salt:
>> Wouldn't it be better to change the model than modifying
On Tue, Nov 23, 2010 at 02:47:10PM +0100, Sebastian Walter wrote:
> Well, I don't know what the best method is to solve your problem, so
> take the following with a grain of salt:
> Wouldn't it be better to change the model than modifying the
> optimization algorithm?
In this case, that's not poss
On Tue, Nov 23, 2010 at 11:43 AM, Gael Varoquaux
wrote:
> On Tue, Nov 23, 2010 at 11:37:02AM +0100, Sebastian Walter wrote:
>> >> min_x f(x)
>> >> s.t. lo <= Ax + b <= up
>> >> 0 = g(x)
>> >> 0 <= h(x)
>
>> > No constraints.
>
>> didn't you say that you operate only in some
On Tue, Nov 23, 2010 at 11:37:02AM +0100, Sebastian Walter wrote:
> >> min_x f(x)
> >> s.t. lo <= Ax + b <= up
> >> 0 = g(x)
> >> 0 <= h(x)
> > No constraints.
> didn't you say that you operate only in some convex hull?
No. I have an initial guess that allows me to specif
On Tue, Nov 23, 2010 at 11:17 AM, Gael Varoquaux
wrote:
> On Tue, Nov 23, 2010 at 11:13:23AM +0100, Sebastian Walter wrote:
>> I'm not familiar with dichotomy optimization.
>> Several techniques have been proposed to solve the problem: genetic
>> algorithms, simulated annealing, Nelder-Mead and Po
On Tue, Nov 23, 2010 at 11:13:23AM +0100, Sebastian Walter wrote:
> I'm not familiar with dichotomy optimization.
> Several techniques have been proposed to solve the problem: genetic
> algorithms, simulated annealing, Nelder-Mead and Powell.
> To be honest, I find it quite confusing that these alg
Hello Gael,
On Tue, Nov 23, 2010 at 10:27 AM, Gael Varoquaux
wrote:
> On Tue, Nov 23, 2010 at 10:18:50AM +0100, Matthieu Brucher wrote:
>> > The problem is that I can't tell the Nelder-Mead that the smallest jump
>> > it should attempt is .5. I can set xtol to .5, but it still attemps jumps
>> >
On Tue, Nov 23, 2010 at 10:18:50AM +0100, Matthieu Brucher wrote:
> > The problem is that I can't tell the Nelder-Mead that the smallest jump
> > it should attempt is .5. I can set xtol to .5, but it still attemps jumps
> > of .001 in its initial jumps.
> This is strange. It should not if the inti
> The problem is that I can't tell the Nelder-Mead that the smallest jump
> it should attempt is .5. I can set xtol to .5, but it still attemps jumps
> of .001 in its initial jumps.
This is strange. It should not if the intiial points are set
adequatly. You may want to check if the initial conditi
On Tue, Nov 23, 2010 at 08:21:55AM +0100, Matthieu Brucher wrote:
> optimize.fmin can be enough, I don't know it well enough. Nelder-Mead
> is not a constrained optimization algorithm, so you can't specify an
> outer hull.
I saw that, after a bit more reading.
> As for the integer part, I don't k
2010/11/22 Gael Varoquaux :
> On Mon, Nov 22, 2010 at 11:12:26PM +0100, Matthieu Brucher wrote:
>> It seems that a simplex is what you need. It uses the barycenter (more
>> or less) to find a new point in the simplex. And it works well only in
>> convex functions (but in fact almost all functions h
On Mon, Nov 22, 2010 at 5:27 PM, Matthieu Brucher
wrote:
> 2010/11/22 Gael Varoquaux :
>> On Mon, Nov 22, 2010 at 11:12:26PM +0100, Matthieu Brucher wrote:
>>> It seems that a simplex is what you need.
>>
>> Ha! I am learning new fancy words. Now I can start looking clever.
>>
>>> > I realize that
On Mon, Nov 22, 2010 at 11:12:26PM +0100, Matthieu Brucher wrote:
> It seems that a simplex is what you need. It uses the barycenter (more
> or less) to find a new point in the simplex. And it works well only in
> convex functions (but in fact almost all functions have an issue with
> this :D)
One
2010/11/22 Gael Varoquaux :
> On Mon, Nov 22, 2010 at 11:12:26PM +0100, Matthieu Brucher wrote:
>> It seems that a simplex is what you need.
>
> Ha! I am learning new fancy words. Now I can start looking clever.
>
>> > I realize that maybe I should rephrase my question to try and draw more
>> > out
On Mon, Nov 22, 2010 at 11:12:26PM +0100, Matthieu Brucher wrote:
> It seems that a simplex is what you need.
Ha! I am learning new fancy words. Now I can start looking clever.
> > I realize that maybe I should rephrase my question to try and draw more
> > out of the common wealth of knowledge on
2010/11/22 Gael Varoquaux :
> On Mon, Nov 22, 2010 at 09:12:45PM +0100, Matthieu Brucher wrote:
>> Hi ;)
>
> Hi bro
>
>> > does anybody have, or knows where I can find some N dimensional
>> > dichotomy optimization code in Python (BSD licensed, or equivalent)?
>
>> I don't know any code, but it sho
On Mon, Nov 22, 2010 at 09:12:45PM +0100, Matthieu Brucher wrote:
> Hi ;)
Hi bro
> > does anybody have, or knows where I can find some N dimensional
> > dichotomy optimization code in Python (BSD licensed, or equivalent)?
> I don't know any code, but it should be too difficult by bgoing
> throug
2010/11/22 Gael Varoquaux :
> Hi list,
Hi ;)
> does anybody have, or knows where I can find some N dimensional dichotomy
> optimization code in Python (BSD licensed, or equivalent)?
I don't know any code, but it should be too difficult by bgoing
through a KdTree.
> Worst case, it does not look
Hi list,
does anybody have, or knows where I can find some N dimensional dichotomy
optimization code in Python (BSD licensed, or equivalent)?
Worst case, it does not look too bad to code, but I am interested by any
advice. I haven't done my reading yet, and I don't know how ill-posed a problem
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