[Matrix-SIG] Optimization algorithms, etc.

Robin Becker robin@jessikat.demon.co.uk
Tue, 2 Nov 1999 18:57:36 +0000


In article <Pine.LNX.4.10.9911021216200.2221-100000@us2.mayo.edu>,
Travis Oliphant <Oliphant.Travis@mayo.edu> writes

this particular algorithm is pure pyton+NumPy so I'll just post it to
Travis. I have a C QP algorithm which I would like to package a bit more
neatly before hacking that out.
>
>Robin,
>
>I remember your posting about Burke and Xu's LCP method and was
>interested, but October was a busy paper-writing month for me and so I
>spent all my time using Python and very little developing and
>communicating and none packaging.
>
>My vision for multipack is that it would be a community effort and your
>algorithm could find a very nice home there.  Development of multipack
>takes place on a CVS server graciously provided by Pearu Peterson who
>has also contributed significantly to Multipack that I could get you
>access to. Alternatively,  you could just send a tarball to me.  But I
>have to admit that I'd prefer if authors took care of incorporating their
>own packages, as it would be more likely to show up in future editions.
>Multipack is very modular, so your wrapping could be dropped into the
>overall umbrella quite easily.  There is documentation about how to do it
>in the release.
>
>I haven't checked this recently but you should be able to check out
>multipack from CVS anonymously (it's pretty big right now as it includes
>some alpha wrappings of all of the lapack and blas -- auto generated by
>Pearu's f2py code) so you might just want to get the tarball from my site.
>
>I'm very willing to receive improvements to Multipack from individuals
>anxious to see Numeric Python become a top-notch environment for
>general-purpose number crunching and algorithm development.
>
>I have not worked on Multipack actively for several months, and
>so my plan of incorporating all of my modules (signaltools,
>cephes, etc. into the multipack structure has not been
>realized...perhaps this is not such a good plan anyway
>(thoughts?) )  
>
>Sorry I did not get contact you sooner, it can be frustrating when you
>make this really neat algorithm available to Python and nobody seems to
>care.  My experience is that people care quite a bit, but are pretty busy
>and don't have time to help so they are reluctant to comment.
>
>
>--Travis Oliphant
>
>P.S.
>
>For those on matrix-sig interested in the sparse matrix development:
>
>Currently, I'm improving the sparse matrix package that I discussed on
>this list several months ago so that it is actually useful to solve
>partial differential equations using finite elements and finite
>differences.  I'm working on incorporating the package SuperLU for 
>directly solving a sparse linear system and implementing at least the
>conjugate gradient algorithm (in Python) for iteratively solving the
>system.
>
>
>
>
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-- 
Robin Becker