[SciPy-dev] Fwd: from GSoC student Dmitrey Kroshko

Matthieu Brucher matthieu.brucher@gmail....
Mon Aug 13 02:06:00 CDT 2007


Hi,

Some precisions :)


this week I wrote line-search optimizer based on Armijo rule.



It seems not to be committed yet. I've coded it myself thursday or friday :
http://projects.scipy.org/scipy/scikits/browser/trunk/openopt/scikits/openopt/solvers/optimizers/line_search/backtracking_search.py
Too sad dmitrey did not code it with my framework.


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)



Precision here so that there are no misunderstanding : the one dmitrey is
talking anout is one of many, it's the one with Strong Wolfe-Powell rule,
and dmitrey's cost function is not smooth thus the line search has trouble
dealing with it.

For those who are intersted :
http://projects.scipy.org/scipy/scikits/wiki/Optimization

Matthieu
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