[SciPy-dev] Fwd: from GSoC student Dmitrey Kroshko
Alan G Isaac
Sun Aug 12 15:09:57 CDT 2007
Dmitrey's ISP in the Ukraine is experiencing problems,
so he asked from someone else's computer that I post
this brief weekly update. He'll be back in communication
as soon as possible.
------ Forwarded message ------
Date: Sat, 11 Aug 2007 12:58:30 +0400
Subject: from GSoC student Dmitrey Kroshko
this week I wrote line-search optimizer based on Armijo rule. It's
very simple, but now lincher didn't require other line-search
optimizers from other software - I mean Matthieu's one (unfortunately
it very often makes CPU hang up), scipy.optimize.line_search or it's
fortran version (they can't solve the problem as well). Maybe, these
solvers just can't handle non-smooth func like f + max(constraints)
is. On the other hand, I want to use these line-search solvers when no
constraints are present (however, UC solvers like bfgs etc usually
will be better in the case), or if the user's problem has just 1
constraint (in the case max(constraint)=constraint=smooth func).
Also, I made some changes to docstrings (both openopt and
scipy.optimize), but it still requires more work.
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