[Matrix-SIG] Nonlinear optimization routines anyone?
15 Mar 1999 23:09:22 +0200
"Paul F. Dubois" <email@example.com> writes:
> The conjugate gradient algorithm is probably about twenty lines or
> less of matrix/vector statements in Python, assuming you have a
> preconditioner you can express that way. So just code it up in
> Python. It will be fast enough, all the hard work is in the dot
> products and matrix multiplies.
I'm coding right now, just wanted to know if somebody has already
The hard work is often in the objective function, and from this
viewpoing C is unnecessary unless the objective function is very
fast. But a larger selection of optimization routines, either in
Python or in C, would be nice (and probably emerges) sooner or later.