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The optimal 2Q compilation routines in quilc use a Nelder-Mead library that also includes a grid-restrained variant. We might replace our usages with this variant instead, as it is loads faster.
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**Problem**
When Nelder-Mead method is applied to a simple quadratic polynomial, the minimization is unable to identify the minimum. It is quite close, but the modification of `StopCriterion` or th…
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### Describe your issue.
CI tests revealed that various COBYQA tests were taking a long time. Local testing reveals that there is a lot of overhead in COBYQA internals compared to the time taken to…
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From @bbolker.
The Nelder-Mead default for `optim` exists because it is a good method for more than one argument to be optimized in the case when no derivatives are available. When one argument is…
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### Describe your issue.
The OptimizeResult returned by `scipy.optimize.minimize(method='Powell')` expresses the optimal value of the function `fun` as a numpy scalar instead of a python float
```…
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Great work! I have been trying to compile the C++ code. But I think there is some problem with the namespace Nelder_Mead_Opt and hence I have been unable to compile nelder_mead.cpp. Would be great if …
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https://github.com/MarcelMG/NelderMeadSimplex_Python/blob/ebd4151e16def194bdbd386fd6d4de73ac4b3741/Nelder_Mead_Simplex_Optimizer.ipynb#L95
For Nelder-Mead, shouldnt the reflection step occur iff `b…
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### Is your feature request related to a problem? Please describe.
In the next release, `linprog` and `differential_evolution` will support the integrality constraints by #15294 and #15392.
I think …
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In `ETSModel.fit()`, the optimization method is hardcoded as "lbfgs": https://github.com/statsmodels/statsmodels/blob/main/statsmodels/tsa/exponential_smoothing/ets.py#L1068
Could it be parameteriz…
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Hi @stevengj. Are you interested in adding of the Hooke-Jeeves method?
nlopt already contains similar heuristic-based stuff (Nelder-Mead and Sbplx), but still.
One of my colleagues complained that t…