Hi all, this week 2 solvers were implemented in optimizers module: - based on cubic interpolation - Barzalai and Borwein (monotone and non-monotone versions) Unfortunately, as I had informed Matthieu, cubic interpolation algorithm contained a mistake (after block "h>0?", "No" branch, there should be added "phi1', phi2' = phi2', phi1'"), and it took a significant time for me to find and fix the one. but when I tried my examples it turned out that as for Barzalai and Borwein (nonmonotone), the book I'm following doesn't provide default values of all those initial settings (sigma, sigma1, sigma2, alpha_min, alpha_max, pho). Ok, I know that 0 < sigma1 < sigma2 < 1 and 0<pho<1, sigma>0, 0<eps<<1, but I don't know any suggestions about alpha_min and alpha_max. I took alpha_min =1e-6 and alpha_max=2, but alpha_max=1e6 works much better (on the other hand, maybe my func was very badly scaled and that's the matter). Web search "Barzalai and Borwein" also doesn't yield me suggestions about alpha_min and alpha_max. Now I'm working on second order Armijo step rule and second order Wolfe-Powell step rules. These ones, as well as some other steps assigned to me, require Cholesky factorization. I intend to use that one from scipy/numpy (don't write by myself, despite there is a little bit modified alg), because that one from the book will require sufficient of time to be implemented (and that one is not vectoriezed). Regards, D.