Added python example for find_max_global()

python_examples/global_optimization.py

+#!/usr/bin/python
+# The contents of this file are in the public domain. See LICENSE_FOR_EXAMPLE_PROGRAMS.txt
+#
+# 
+# This is an example illustrating the use of the global optimization routine,
+# find_max_global(), from the dlib C++ Library.  This is a tool for finding the
+# inputs to a function that result in the function giving its maximal output.
+# This is a very useful tool for hyper parameter search when applying machine
+# learning methods.  There are also many other applications for this kind of
+# general derivative free optimization.  However, in this example program, we
+# simply show how to call the method.  For that, we use a common global
+# optimization test function, as you can see below.
+#
+#
+# COMPILING/INSTALLING THE DLIB PYTHON INTERFACE
+#   You can install dlib using the command:
+#       pip install dlib
+#
+#   Alternatively, if you want to compile dlib yourself then go into the dlib
+#   root folder and run:
+#       python setup.py install
+#
+#   Compiling dlib should work on any operating system so long as you have
+#   CMake and boost-python installed.  On Ubuntu, this can be done easily by
+#   running the command:
+#       sudo apt-get install libboost-python-dev cmake
+#
+
+import dlib
+from math import sin,cos,pi,exp,sqrt
+
+# This is a standard test function for these kinds of optimization problems.
+# It has a bunch of local maxima, with the global maximum resulting in
+# holder_table()==19.2085025679. 
+def holder_table(x0,x1):
+    return abs(sin(x0)*cos(x1)*exp(abs(1-sqrt(x0*x0+x1*x1)/pi)))
+
+# Find the optimal inputs to holder_table().  The print statements that follow
+# show that find_max_global() finds the optimal settings to high precision.
+x,y = dlib.find_max_global(holder_table, 
+                           [-10,-10],  # Lower bound constraints on x0 and x1 respectively
+                           [10,10],    # Upper bound constraints on x0 and x1 respectively
+                           80)         # The number of times find_max_global() will call holder_table()
+
+print("optimal inputs: {}".format(x));
+print("optimal output: {}".format(y));
+