[SciPy-dev] Proposal for more generic optimizers (posted before on scipy-user)

Matthieu Brucher matthieu.brucher@gmail....
Sat Apr 14 10:59:37 CDT 2007


Good point ;)
I could make those changes safe for the f or func part... Using an object to
optimize is for me better than a collection of functions although a
collection of functions can be made into an object if needed.

For the interface, I suppose that assembling a optimizer is not something
everybody will want to do, that's why some optimizers are proposed out of
the box in MatLab toolboxes for instance, but allowing to customize rapidly
an optimizer can be a real advantage over all other optimization packages.
One of the members of the lab I studying in said to me that he did see if
such modularization was pertinent. He used for its application (warping an
image) a Levenberg-Marquardt optimizer with constraints and the line-search
was performed with interval analysis. Until some days ago, I thought that he
was right, that only some of optimizers can be expressed in "my" framework.
Now, I think that even his optimization could be expressed, and if he wanted
to modify something in the optimizer, it would be much simpler with this
architecture, in Python, that what he has now, in C. He made some stuff very
specific for his function, as a lot of people would want to do, but couldn't
with a fixed interface ike MatLab's, but in fact a lot could be expressed in
terms of a specific step, a specific line search, a specific criterion and a
specific function/set of parameters.

Until some time ago, I thought that modules with criteria, steps and
optimizers would be enough, now I think I missed the fact that a lot of
optimizers share the line search, and that it should be onother module.


I'm writting some other tests functions (shamelessly taken from _Engineering
Optimization_ from Rao) with other line searches and steps, I'll keep you
posted.

Matthieu


2007/4/14, Michael McNeil Forbes <mforbes@physics.ubc.ca>:
>
> I started a discussion page on the Trac for design ideas etc. about
> modular optimization.  Right now I am just adding questions I have
> about things.  As it becomes more coherent, we can bring these
> questions/ideas to the list for comments.
>
> http://projects.scipy.org/scipy/scipy/wiki/DevelopmentIdeas/
> ModularOptimization
>
> Michael.
>
> P.S. What is the best way to share code ideas on the wiki?  Small
> bits work well inline, but for larger chunks it would be nice to be
> able to attach files.  Unfortunately none of the wiki's deals well
> with attached files (no versioning and sometimes no way of modifying
> the file).
>
> On 13 Apr 2007, at 9:14 AM, Matthieu Brucher wrote:
>
> > A new proposal...
> > I refactored the code for the line search part, it is now a another
> > module. The damped optimizer of the last proposal is now a damped
> > line search, by default no line search is performed at all.
> >
> > Matthieu
>
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