[Matrix-SIG] Optimization routines - anyone?

[Olaf Trygve Berglihn]

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>