[SciPy-Dev] WIP: Class based Optimizers

[Alan Isaac]

Didn't OpenOpt take some steps in this direction?
http://courses.csail.mit.edu/6.867/wiki/images/6/6e/Qp-openopt.pdf
Just making sure anything useful doesn't get overlooked, since
I did not see this mentioned.

Alan Isaac

On 3/5/2018 2:03 AM, Phillip Feldman 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 <mailto: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/a52bb4f9029389da3ab072c92c609d71ed6943c6/PEP/1-Optimizer.rst
>     <https://github.com/andyfaff/scipy/blob/a52bb4f9029389da3ab072c92c609d71ed6943c6/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?