Tim Mensinger
I'm a Ph.D. candidate in economics at the University of Bonn, currently working on topics related to computational econometrics. My projects range from contributing to optimization libraries to implementing statistical methods or models of human behavior. I try to develop software that is easy to use and extend. Besides that, I'm a big advocate for reproducibility and the open-source philosophy, which I try to support by being an active member of the Open Source Economics initiative.
University of Bonn
Git*hub|lab – Homepage –Session
In this hands-on tutorial, participants will delve into numerical optimization fundamentals and engage with the optimization libraries scipy.optimize and estimagic. estimagic provides a unified interface to many popular libraries such as nlopt or pygmo and provides additional diagnostic tools and convenience features. Throughout the tutorial, participants will get the opportunity to solve problems, enabling the immediate application of acquired knowledge. Topics covered include core optimization concepts, running an optimization with scipy.optimize and estimagic, diagnostic tools, algorithm selection, and advanced features of estimagic, such as bounds, constraints, and global optimization.