statsmodels/statsmodels — comment on commit 17540867ef660d39bc19e15526adcf342ff2c44b
File:  line 0
By jseabold:

It might also be interesting to try a global optimizer on this, though I've never had much luck with scipy's simulated annealing even on simple problems. It's just too sensitive to all the tuning parameters. There are maybe other options though. I can also try the commercial optimizers I have in GAMS to see what comes out there.