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2017-11-20 14:09:04 -0600 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.

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2017-11-18 22:01:39 -0600 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.