Fwd: from GSoC student Dmitrey Kroshko
Dmitrey's ISP in the Ukraine is experiencing problems, so he asked from someone else's computer that I post this brief weekly update. He'll be back in communication as soon as possible. Cheers, Alan Isaac ------ Forwarded message ------ Date: Sat, 11 Aug 2007 12:58:30 +0400 Subject: from GSoC student Dmitrey Kroshko this week I wrote line-search optimizer based on Armijo rule. It's very simple, but now lincher didn't require other line-search optimizers from other software - I mean Matthieu's one (unfortunately it very often makes CPU hang up), scipy.optimize.line_search or it's fortran version (they can't solve the problem as well). Maybe, these solvers just can't handle non-smooth func like f + max(constraints) is. On the other hand, I want to use these line-search solvers when no constraints are present (however, UC solvers like bfgs etc usually will be better in the case), or if the user's problem has just 1 constraint (in the case max(constraint)=constraint=smooth func). Also, I made some changes to docstrings (both openopt and scipy.optimize), but it still requires more work. -------- End of message -------
Hi, Some precisions :) this week I wrote line-search optimizer based on Armijo rule. It seems not to be committed yet. I've coded it myself thursday or friday : http://projects.scipy.org/scipy/scikits/browser/trunk/openopt/scikits/openop... Too sad dmitrey did not code it with my framework. It's
very simple, but now lincher didn't require other line-search optimizers from other software - I mean Matthieu's one (unfortunately it very often makes CPU hang up)
Precision here so that there are no misunderstanding : the one dmitrey is talking anout is one of many, it's the one with Strong Wolfe-Powell rule, and dmitrey's cost function is not smooth thus the line search has trouble dealing with it. For those who are intersted : http://projects.scipy.org/scipy/scikits/wiki/Optimization Matthieu
participants (2)
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Alan G Isaac -
Matthieu Brucher