Egg-holder global optimization using SciPy

Key features of this model:

  • Description: Global optimization example on the (aptly named) egg-holder function.
  • Category: Non-linear functions.
  • Type: NLP.
  • Library: SciPy.
  • Solver: shgo, dual_annealing, and differential_evolution.

Notes:

  • Converted to Jupyter notebook.
  • Demonstrates different non-linear solvers, including feature to find all local minima.
  • Modified to create contour plot used in this article.

GitHub: Egg-holder global optimization using SciPy.