[SciPy-User] computing f and fprime in one evaluation in scipy.optimize

[Matthieu Brucher]

Hi Pauli,

What is the Jacobian for a CG or BFGS optimization? There are no Jacobian
in this case for non-least square optimization if I'm not mistaken (at
least in no reference that I know of). Shouldn't this be the gradient
function?

Cheers,



2012/12/10 Pauli Virtanen <pav at iki.fi>

> Skipper Seabold <jsseabold <at> gmail.com> writes:
> [clip]
> > AFAIK, fmin_l_bfgs_b is the only optimize function written so that f
> > can also return fprime, but I agree that this could be a nice option
> > to the other ones.
>
> The good news is that minimize(f, .., jac=True) [1] also works like this,
> and works for all of the solvers (it caches the jacobian).
>
> So the problem is already solved in Scipy 0.11.0 :)
>
> [1]
>
> http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html
>
> --
> Pauli Virtanen
>
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