2017-11-20 21:09:04 +0200 | answered a question | Scatter search optimisation Thanks, exactly what I was hoping for! I thought there must be loads of optimisation programmes but clearly looked in the wrong place. |
2017-11-20 09:12:10 +0200 | received badge | ● Nice Question (source) |
2017-11-19 10:27:28 +0200 | received badge | ● Student (source) |
2017-11-19 05:01:39 +0200 | asked a question | Scatter search optimisation Hi all, Does Sage offer something similar to the scatter search algorithms (Global Optimisation Toolbox) in Matlab? I looked through Sage documentation and through this forum but couldn't find a comprehensive answer. Bit of background: I have a model with 6 parameters that together govern two probability distributions, looking to minimise error between calculated output and a target consisting of 4 variables. The probability distribution interacts with 1,000 - 100,000 data points to give a yes/no decision for each so they can be included/excluded in a sub-sample of data. Excel (Evolutionary Solver) runs this in 1 - 24hr (admittedly on a 64Gb ram/12 core work station) so understandably I would like to speed this up. Python looks a sensible way to go, which brought me to Sage, but I got stuck trying to find out what optimisation algorithms are available. |