CMA-ES / pycma

Python implementation of CMA-ES

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Scipy.optimize.minimize implementation

maccaran-bh opened this issue · comments

Is it possible to integrate this optimizer with the scipy function?

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 of cma.fmin2 and
  • a converter of the output of cma.fmin2 into the format of scipy.optimize.minimize

should already do the majority of the trick?