[SciPy-dev] GSoC schedule question (letter for my mentors & Matthieu Brucher)

Matthieu Brucher matthieu.brucher@gmail....
Wed Aug 1 12:42:35 CDT 2007


>
> Please inform me, does your package provide a func that is equivalent to
> scipy.optimize.line_search?



Yes, every class in the line_search module. There is simple line searches as
well as exact ones and inexact searches as the Wolfe Powell and the strong
Wolfe Powell rules. Some time you don't need something as compicated as the
WP rules, this is the reason for the most simple searchs.


Can you supply an example of usage of the one?
> here's a link to Wolfe conditions:
> http://en.wikipedia.org/wiki/Wolfe_conditions
> so
> 1) for lincher I need something like that (If you have a solver that
> uses better conditions than Wolfe ones - ok).



Standard rules are implemented, as I said.
Better conditions could be achieved with the second order step rules, I
think I put them in the list that Alan sent you.


2) for ralg I need auxiliary line search solver that will surely provide
> (pk, grad f(xk+alpha*pk)) <= 0



I do not have this at the moment (unless you count the exact line searches),
but I'll search for one and implement it (if you have an idea of one, please
telle me)


1st task is much more important.
> 2nd one have a solver already, but not the best one, in future I intend
> to replace the one by something better.


I'm all ears, I'll be happy to help ;)

Matthieu
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