Free Python optimization framework

Tuesday, January 29, 2008

New OO class: GLP (global problem)

New OO class have been created: GLP (global problem)
Currently single GLP solver is "galileo" (by Donald Goodman, alg: Genetic Algorithm; license: GPL)
I have included galileo code to OO. For now it can solve only continuous problems with finite box-bounds. I intend to add handling all-discrete problems as well (AFAIK this solver can't handle mixed discrete-continuous).

For GLP default p.plotOnlyCurrentMinimum = True, while for all other classes default value is False.
Currently stop criteria for GLP are maxIter, maxFunEvals, maxTime, maxCPUTime, fEnough. AFAIK xtol and ftol are inappropriate stop criteria for GLP class. I intend to add something like maxNonSuccess = 15 (number of iterations when better value haven't been obtained).
Here's graphical output for the example.

1 comment:

Anonymous said...

Excellent. Is it possible for user to access some of the GA algorithm parameters? I would like to tune the GA to my particular problem a bit.