Python module for multiple variable global optimization

Question

I have been looking for a python module that implements the common techniques of global optimization (finding the global minimum of a function in N dimensions) without success.

If you heard about a simulated annealing or genetic algorithm implementation in python, please share.

Answer 1

Scipy's optimize module has an anneal function that might fit your needs. Also, you should check out the PyEvolve module for doing a genetic algorithm.

Answer 2

I'm not an expert, but have you looked at:

• Scipy's optimize: http://docs.scipy.org/doc/scipy/reference/optimize.html#global
• NLOpt: http://ab-initio.mit.edu/wiki/index.php/NLopt_Introduction
• OpenOpt: http://openopt.org/Foreword

Answer 3

One of the most common is scipy.optimize.

For genetic algorithms, there's pygene.

Also, the aima-python project has implementations of algorithms described in Russell and Norvig's "Artificial Intelligence: A Modern Approach".