[SciPy-Dev] WIP: Class based Optimizers

[Andrew Nelson]

> would allow something like a parallel implementation of Nelder-Mead.

At the moment the __next__ method would consist of the logic of the
existing loop inside _minimize_neldermead, which is done serially. I was
not aware of a parallel version of NM, but a quick search reveals there is
something along those lines. That's not in scope here, but could be added
later.

On 5 March 2018 at 18:03, Phillip Feldman <phillip.m.feldman at gmail.com>
wrote:

> From the (beautifully written) draft PEP:
>
> "Different optimization algorithms can inherit from Optimizer, with each
> of the subclasses overriding the __next__ method ..."
>
> I'm unclear re. whether this approach would allow something like a
> parallel implementation of Nelder-Mead.
>
> Phillip
>
> On Sun, Mar 4, 2018 at 7:05 PM, Andrew Nelson <andyfaff at gmail.com> wrote:
>
>> Scott Sievert and I have put a lot of work into preparing a draft of the
>> PEP for class based scalar minimizers:
>>
>> https://github.com/andyfaff/scipy/blob/a52bb4f9029389da3ab07
>> 2c92c609d71ed6943c6/PEP/1-Optimizer.rst
>>
>> where we've tried to address comments already made in this thread, and
>> from the WIP github PR. Scott and I look forward to hearing any
>> comments/concerns/feedback about the proposal. We can field any questions
>> and address them in an updated PEP, as well as on here.
>>
>> Andrew.
>>
>>
>> p.s. Ralf/Pauli, could we add the PEP to a scipy/PEP, or scipy/scipep,
>> repo? How should we discuss such this, and any further PEP? Should we have
>> a scipep process, or shall we keep things simple?
>>
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>>
>
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-- 
_____________________________________
Dr. Andrew Nelson


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