[Matrix-SIG] Nonlinear optimization routines anyone?
Mon, 15 Mar 1999 09:33:58 -0800 (Pacific Standard Time)
> 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
> (http://www4.ncsu.edu/eos/users/c/ctkelley/www/matlab_darts.html) to
> Numerical Python unless something already implemented emerges.
I've never found a routine to package, and I've looked a fair bit. There's
COOOL (http://timna.mines.edu/cwpcodes/coool/) which looked interesting,
but it seemed extremely non-portable (couldn't get it to compile on Win32,
requires expect, etc. etc.).