Issue #19567: New optimization method

"Bruno Peixoto" <[email protected]> Tue, 21 Nov 2023 10:34:42 -0000
Newsgroups gmane.comp.python.scientific.devel
Message-ID <[email protected]>
This post is related to issue #19567 (https://github.com/scipy/scipy/issues/19567).  The here-described optimization method is called the "Barycenter Method". His name originates from calculating the barycenter respective to some Oracle map based on evaluation points. Each point evaluates to a scalar quantity, and the barycenter weight is the exponential of the scaled negative of this value. The higher the value, the lower the weight. It has
a gradient behaviour, but it derivative-free. I would be glad to have this method incorporated to scipy, since I worked with on my Master thesis.

[1] https://arxiv.org/abs/2102.10467

Currently, I have this python version: https://github.com/asmove/pybary . I would be very grateful for any feedback in this regard.

Thanks for reading!
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