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Quick templates for optimization libraries

Installation

Install modules (scipy and scikit-optimize) from requirments.txt or environment.yml

Optimizers

Basinhopping

Basinhopping approach has a variety of minimizers available. We'll use a quasi-Netwon family of optimizers here with two examples - 1d and 2d optimization. Basinhopping can also have simulated annealing - type behavior with temperature hyperparameter. See docs: https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.basinhopping.html

Bayesian optimization via scikit-optimize

We'll use 1d example with illustartions. See docs: https://scikit-optimize.github.io/stable/auto_examples/bayesian-optimization.html