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Improve performance through new integrality constraint in SciPy (coming soon) #1

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aaronkurz opened this issue Mar 28, 2022 · 0 comments

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@aaronkurz
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In scipy version 1.9 differential_evolution will gain an integrality keyword that will do exactly what you want, without problem modification. In the meantime you can simply round all the parameter values to integers, e.g. np.round, in your objective function. This approach works with and without constraints.
(source)

--> change from rounding (what is done now) to the integer constraint (will hopefully lead to much better performance)

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