differential_evolution with cupy

[Nicola Lepetit]

Hi,

I have created a an optimizer based on the differential_evolution function in the scipy.optimize library.

It works fine but is quite slow. I am wondering if I can use cupy to improve the performance and, if possible,  how do I replace the standard scipy import.

To be more precise, I have the following code:

from scipy.optimize import differential_evolution

[...]

result = differential_evolution(func=objective, bounds=bounds,

                          popsize=30, disp=True, maxiter=maxiter)

Thanks,

Nick.