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

Matthieu Brucher matthieu.brucher@gmail....
Mon Apr 16 11:20:50 CDT 2007


2007/4/16, Ondrej Certik <ondrej@certik.cz>:
>
> > I'll look in the litterature for the Broyden method, if I see the whole
> > algorithm, I think I'll be able to answer your questions ;)
>
> As I understand the Broyden update, the whole trick is that you don't
> need the precise Jacobian and it is subsequently approximated at every
> iteration. So all that is needed (and in my problems actually all that
> is available) is the function value.
>
> Ondrej



That's what I understood from the discussion - well, every Quasi-Newton
algorithm does this to some extent -, but I'll check to propose a full
example.

Matthieu
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