[Matrix-SIG] Nonlinear optimization routines anyone?

Janne Sinkkonen janne@avocado.pc.helsinki.fi
15 Mar 1999 23:09:22 +0200

"Paul F. Dubois" <dubois1@llnl.gov> 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
done it.

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.