[SciPy-dev] Nonlinear constrained optimizer in SciPy

David M. Cooke cookedm at physics.mcmaster.ca
Fri Apr 9 15:48:59 CDT 2004


On Fri, Apr 09, 2004 at 08:06:28PM +0200, Jean-Sebastien Roy wrote:
> L-BFGS-B:
> The Fortran source can be downloaded here:
> http://www.ece.northwestern.edu/~nocedal/lbfgsb.html
> We wrote to Nocedal who did not to oppose inclusion in our software, so 
> maybe we could ask him for inclusion in SciPy ?
> It was the simplest to use, iterations are fast, and it was quite robust.
> Probably the first code I would try on any problem.

I've written a python wrapper (using F2PY) that I've been using for a
few months. I just rolled it together and put it on my website at

http://arbutus.mcmaster.ca/dmc/software/

The thing to clarify with Nocedal is the 'advertising' clause in it's
conditions of use -- this wouldn't be acceptable as a subroutine you
might not realize you're using.

-- 
|>|\/|<
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|David M. Cooke                      http://arbutus.physics.mcmaster.ca/dmc/
|cookedm at physics.mcmaster.ca




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