Non convex optimizer

Question

I use python2.7 and need to find the maximum of a multivariate scalar function.

In other words I have this function:

def myFun(a,b,c,d,e,f):
    # co         


        

Answer 1

I had to perform a non-convex optimization recently. I used the L-BFGS method from scipy.optimize. It worked well enough for my purposes. You can find more information here about choosing an optimizer relevant for your purposes. The L-BFGS function in scipy.optimize can approximate the gradient for you as well, since your function is too complex to find the gradient.