[SciPy-dev] scipy.optimize

[Robert Cimrman]

Hi all,

outside the list, I have proposed some enhancements to scipy.optimize, 
which are now below. Opinions welcome.

Travis Oliphant wrote:
> Robert Cimrman wrote:
> 
>> Hi Travis,
>>
>> I write first to you as you are the author of scipy.optimize.
>>
>> I have been using scipy.optimize recently quite a lot and also coded the
>> steepest descent method (named fmin_sd) myself, which has some features
>> I would like to see e.g. in fmin_cg too. These are:
>> 1. supporting hooks for a (user-provided?) logging class to log and
>> possibly plot the convergence progress;
>> 2. time statistics (via modified wrap_function)
>> 3. passing configuration parameters in a structure (e,g. conf.gtol,
>> conf.maxiter)
>>
>> Do you think that some points would be interesting to others? I attach
>> my code (outside of scipy now, so you cannot run it as it is) and an
>> example log plot.
> 
> 
> Yes.  logging is particularly requested quite often.   As for 
> configuration parameters, I suspect that it is best done by making a 
> nice object-based interface to the optimization routines.  I'm not sure 
> what the benefit is of passing in a configuration object over simply 
> using keyword arguments.

Well, I have nothing against keyword arguments. But with a configuration 
object, the function argument list would be smaller, all fmin_* 
functions could have the same syntax and new configuration options would 
not influence the argument list.

I am willing to work on the object-based interface. Not too much time 
right now, but...

> But, make your suggestion on the list.    It would also be nice to have 
> the fmin_sd code in SciPy.

Yes, I am going to include it to SciPy.

> In the near future, I'd like to put a trust_region optimization method 
> as well.

Yes. that would be very usefull.

r.