[Matrix-SIG] Nonlinear optimization routines anyone?
Tue, 16 Mar 1999 08:24:02 -0500 (EST)
On Mon, 15 Mar 1999, David Ascher wrote:
> CG is fine for some cases, but not all. What I miss in Python is the
> choices offered by e.g. Matlab's Optimization Toolbox:
> - Unconstrained Optimization
> - Quasi-Newton
> - Least Squares
> - Nonlinear Least Squares
> - Gauss-Newton
> - Levenberg Marquart
> - Constrained optimization
> - Sequential quadratic programming
> - Multiobjective optimization
> [taken from the TOC].
> I suspect that if I knew enough about optimization I could code up the
> subset that I need, but I'm not sure I'd trust my own code to do this...
If you could provide FRAMEWORK for this (i.e. place to deposit/distribute
the code, etc.) and possibly some NumPy/Python specific help, I believe
people who need optimization routines in their everyday work (like Janne,
myself, others...) would populate it with useful code with time.