June 15, 2007
7:24 p.m.
On 6/16/07, Dominique Orban <dominique.orban@gmail.com> wrote:
Hello Xiao,
If you can compute first, but not second derivatives, there is possibility of approximating those using a limited-memory BFGS matrix. NLPy features a L-BFGS implementation in pure Python, save for the linesearch, which is in Fortran.
scipy.optimize also has an L-BFGS implementation -- in pure C I believe. Is there something yours offers that scipy's doesn't? (like constraints?) --bb