How to customize optimization methods
Zcaic opened this issue · comments
Hello，I'm using egobox with python. I want to know if I can customize the optimization method.
I know egor optimizes with slsqp or cobyla, Is it possible to use the optimization algorithm provided by yourself in python? For example, I want to use differential evolution (DE) .
Hi. The short answer is this is not possible. Egor is written in Rust and uses internally Cobyla (default) or Slsqp also written in Rust. If you develop in Rust we could imagine adding another kind of optimizer but adding a Python optimizer would be difficult (not to say a bit clumsy).
Thank you very much for your answer, I used smt before but I found egobox to be even better, especially in terms of speed and handling constraints!