Scipy.optimize.minimize implementation
maccaran-bh opened this issue · comments
Andrea Maccarrone commented
Is it possible to integrate this optimizer with the scipy function?
Nikolaus Hansen commented
I am pretty sure it should be possible, depending on what "integrate with" precisely means. Writing
- a converter of the
scipy.optimize.minimize
input arguments to the input arguments ofcma.fmin2
and - a converter of the output of
cma.fmin2
into the format ofscipy.optimize.minimize
should already do the majority of the trick?