In this morning’s Code Coffee meeting, we discussed optimisation methods (for doing things like least-squares minimisation, not for optimising code). This is an extremely common problem in astrophysics – you have some data, and you want to find the model that best fits it. In fact, this is a very common problem in general, and so there are lots of methods out there for handling optimisation. Of course, depending on the type of problem you have, some methods will be better than others. So how do you choose between them? And how do you implement the methods?
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