paulknysh / blackbox

A Python module for parallel optimization of expensive black-box functions
MIT License
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High dimensional optimization? #3

Closed paulknysh closed 5 years ago

paulknysh commented 7 years ago

I replaced Monte Carlo (for minimizing fit) with a SLSQP method from scipy.optimize library. The code now should be able to handle high dimensional cases.

Let me know if there are any issues.