[SciPy-Dev] GSoC 2017 - Large-scale Constrained Optimization

[Melissa Weber Mendonça]

Hello,

This is really great. Thank you, Antônio! I will definitely try to learn
from your implementation.

Cheers,

Melissa




Em ter, 29 de ago de 2017 às 06:19, Ralf Gommers <ralf.gommers at gmail.com>
escreveu:

> On Tue, Aug 29, 2017 at 10:47 AM, Antonio Ribeiro <antonior92 at gmail.com>
> wrote:
>
>> Hi all,
>>
>> During the last few months I have worked on my Google Summer of Code
>> (GSoC) project, that consists of implementing a large-scale optimization
>> algorithm to be integrated to Scipy.
>>
>> The algorithm implemented was an interior point method described in <
>> https://antonior92.github.io/posts/2017/07/interior-point-method/>. A
>> series of blog post describe different aspects of the algorithm and its use
>> <https://antonior92.github.io/tags/#gsoc-2017>.
>>
>> The implementation can be found on the separate repository:
>>
>> <https://github.com/antonior92/ip-nonlinear-solver>
>>
>> and is being integrated to SciPy through the pull request #7729
>>
>> <https://github.com/scipy/scipy/pull/7729>
>>
>> During my GSoC I have implemented the optimization algorithm, tested it
>> on almost one hundred examples <
>> https://antonior92.github.io/posts/2017/00/NumericalResults/> and
>> created an interface for using it. While the optimization solver is ready
>> to be used and tested, there are still a features I want to include, namely
>> quasi-Newton approximations to the Hessian matrix including: SR1
>> approximation; BFGS approximation; and, L-BFGS approximation. I included
>> those as optional items on my GSoC proposal and, unfortunately, they will
>> not be ready for the GSoC submission.  Furthermore, there are still some
>> questions about how to best integrate my implementation to the optimization
>> SciPy library that are still under discussion. However, I will tend to
>> those final points in the weeks following the end of the program.
>>
>> Finally, I would like to thanks SciPy community and my mentors: Nikolay,
>> Matt and Ralf, with whom I have greatly enjoyed the opportunity to work
>> with during these three months.
>>
>
> Thank you Antonio, was (is - don't go anywhere!) great working with you:)
> And thanks to Nikolay and Matt for doing all the hard mentoring work!
>
> Cheers,
> Ralf
>
>
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