

Ask HN: Mathematical optimization API - leoplct

I am developing a mathematical optimization engine and would like to know some problems you would like to solve?<p>Example: 
- Find the geographical point of minimum distance between multiple points (Useful for location-based application)
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ColinWright
I have a space of about 2000 dimensions. Each coordinate is an integer ranging
from 0 to 1000. I have a complex "score" function which I'd like to minimise,
and I know very little _(I originally said "nothing" - that was a mistake)_
about its characteristics.

 _The following was added as further clarification:_

The scoring function is probably mostly "continuous"-ish. Small changes in the
coordinates probably lead to small changes in the score, although there will
be areas (hyper-volumes) where this isn't entirely true. It is possible to use
non-integer coordinates for exploration, and the evaluation/scroing function
is probably reasonably well behaved when doing this.

Hill-climbing/descending techniques give moderate results, but there are lots
of local minima. Some local minima have wide catchment areas (hyper-volumes)
but are not particularly extreme. Local gradients are mostly present - there
aren't likely to be huge swathes that are effectively "flat".

~~~
igul222
Am I correct in saying that the only way to find the minimum with perfect
accuracy is to iterate over all coordinates (i.e. no shortcuts possible)?

~~~
jei731
Depends if you can calculate the gradient and whether it it's known and
defined. So, this all depends on the function in question. And also, the words
"perfect accuracy" begs a definition here. How many decimals are we talking
about here, or are we talking of all the "optimal solutions" or just one
optimal solution, etc.

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itsbits
I am also into same optimization models which are provided as a webservices. I
can give a rough idea like mine A model for NFL match prediction: my client(s)
sends data in XML/json format (it may be about club,player etc), my model
processes the data and sends back the solution again in XML/JSON format which
he can show as a betting/prediction..watever he wants..

~~~
leoplct
Interesting! What's this webservice?

