# [Matrix-SIG] Optimization routines - anyone?

**Olaf Trygve Berglihn
**
olafb@pvv.org

*02 Nov 1999 13:57:02 +0100*

Has someone coded a collection of optimization routines, e.g. SQP, for
use with NumPy?
Olaf
janne@avocado.ps.helsinki.fi wrote 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.
*
|*--
*|*Janne
*
--
* Olaf Trygve Berglihn <olafb@pvv.org>