[Matrix-SIG] Nonlinear optimization routines anyone?
15 Mar 1999 16:59:31 +0200
does anybody has neatly packaged nonlinear optimization routines
implemented in NumPy? I'd like to have either conjugate gradients or
BFGS. Explicitly calculating the Hessian is out of question (because
of the size and complexity of the problem).
I thought translating part of the matlab codes of C. T. Kelley
Numerical Python unless something already implemented emerges.