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Implement Shubert-Piyavskii for multimodal deterministic global optimization
The Shubert-Piyavskii method is a deterministic global optimization algorithm applicable to multimodal functions that are Lipschitz-continuous. Unlike Brent's method and golden-section search, Shubert-Piyavskii is equally effective for functions with several modes, only requiring a Lipschitz constant (equivalent to having a bounded derivative for differentiable functions). It is also capable of provably coming within an arbitrary epsilon of the true global maximum/minimum. If possible, I'd like to implement it and create a PR.
Hi @Luis-Varona , this sounds interesting! Feel free to create a PR! Unfortunately my time currently is limited therefore I cannot guarantee a timely review, but I will do my best.
Sure, will do! :)
Just finishing up the test suite and docs :)
PR is now complete at https://github.com/argmin-rs/argmin/pull/588 and ready for review. No need to rush to review it, of course :) Hope this is useful!
Just added bugfixes due to some failed CI tests; #588 should all be finalized running smoothly now.