Using SciPy and optimagic optimisers
New in CIAO 4.18 is direct support for a number
of optimisers from
scipy.optimize
or
optimagic.
The in-built Sherpa optimisers are:
sherpa> list_methods() ['gridsearch', 'levmar', 'moncar', 'neldermead', 'simplex']
If you have SciPy installed then this will expand to:
['gridsearch', 'levmar', 'moncar', 'neldermead', 'scipy_basinhopping', 'scipy_differentialevolution', 'scipy_direct', 'scipy_dualannealing', 'scipy_minimize', 'scipy_shgo', 'simplex']
and if you have optimagic installed then it will grow to (optimagic installs tend to include SciPy so the SciPy ones will also be included):
['gridsearch', 'levmar', 'moncar', 'neldermead', 'optimagic', 'scipy_basinhopping', 'scipy_differentialevolution', 'scipy_direct', 'scipy_dualannealing', 'scipy_minimize', 'scipy_shgo', 'simplex']
Unlike SciPy, the optimagic optimizers use the same name ("optimagic") and options are used to choose the particular optimiser.