System optimisation in python
Hello.. Wanted to ask you quant guys which libraries you use for system optimisation in python? Backtrader has built-in optimiser but it is by no means genetic optimiser... Just brute combo runner.
Research Analyst in Research - Other, pure crickets, that's where I come in. Any of these useful?
More suggestions...
I hope those threads give you a bit more insight.
Operations Research here, I pretty much use Gurobi for any convex/quadratic and conic optimizations. Gurobi works well and is fairly quick in getting to optimality. Also has nice built in functionality (linearizing non-linear constraints, for ex) to convert to an LP.
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