Dec. 12, 2007
8:42 a.m.
Rob Falck wrote:
I'm currently implementing the Sequential Least Squares Quadratic Programming (SLSQP) optimizer, by Dieter Kraft, for use in Scipy. The Fortran code being wrapped with F2PY is here: http://www.netlib.org/toms/733 (its use within Scipy has been cleared)
If anyone is interested in testing it out, let me know.
Hi Rob, could you commit your changes to svn? I intend to provide connection to OpenOpt and try to bench the solver with other ones available. Also, having outputfcn would be nice, does the Fortran code provide the possibility? Regards, D.