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I’m trying to minimize a function using one of the scipy minimizers. Unfortunately my function has plateaus of equal value so minimisers get stuck there. I was wondering which of the scipy optimisers would be least sensitive to this and why?
I know I could start a number of times at random locations but I’m not able to do that with what I am currently working on and have to use on of these minimisers out of the box.
Add a linear function of the coordinates to your function to give some nonzero, but very small slope to the flat areas. If your minimum/maximum is in a flat area, you need to decide which part of the flat area to choose as your final answer, so you might as well bias the whole search. After this arrives at a minimum/maximum, rerun the optimization using that as the starting point and no added bias.
If there is a way to determine the boundaries of the search space, then you might try a large number of starting locations that uniformly sample the search space.