Which Optimizer to Choose

optimagic-dev / optimagic

optimagic is a Python package for numerical optimization. It is a unified interface to optimizers from SciPy, NlOpt and other packages. optimagic's minimize function works just like SciPy's, so you don't have to adjust your code. You simply get more optimizers for free. On top you get diagnostic tools, parallel numerical derivatives and more.

https://optimagic.readthedocs.io/

MIT License

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Which Optimizer to Choose #536

Closed mpetrosian closed 4 weeks ago

mpetrosian commented 2 months ago

Update the how_to_algorithm_selection notebook to include guidelines for algorithm selection based on theory.

[x] Add decision tree based on problem properties
[x] Add introduction on the process of algorithm selection
[x] Add example code for each step of algorithm selection using a function from the More-Wild benchmark set

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janosg commented 4 weeks ago

Thanks @ChristianZimpelmann and @hmgaudecker for the feedback. I think this made the guide much clearer!