chrisstroemel
Simplex initialization
Hi! I'm doing some ~10--20 dimensional parameter optimization for an astrophysical model and came across your package whilst researching efficient algorithms. My model takes ~2 mins to run for each call and I do not have access to gradient information for the underlying PDF, so Simple appears like it might be perfect for my needs.
Whilst I'd love to try this package, I am having some trouble working out how to initialize a suitable nd-simplex that covers the entire hyper-rectangle corresponding to my allowed parameter space.
I'm imagining that this would be a common requirement for a lot of people wishing to make use of Simple, and so I was wondering if you had any plans to add a utility function for generating an initial nd-simplex with constraints?
A solution that I am playing with is to use a mapping from the hypercube to the unit hypercube and then to the unit simplex (and vice versa when evaluating a point).
I had good results with this mapping : Looking for a (nonlinear) map from n-dimensional cube to an n-dimensional simplex
