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

Matthieu Brucher matthieu.brucher@gmail....
Mon Mar 26 10:13:48 CDT 2007


>
> OK, I see why you want that approach.
> (So that you can still pass a single object around in your
> optimizer module.)  Yes, that seems right...



Exactly :)


This seems to bundle naturally with a specific optimizer?



I'm not an expert in optimization, but I intended several class/seminars on
the subject, and at least for the usual simple optimizer - the standard
optimizer, all damped approach, and all the other that use a step and a
criterion test - use this interface, and with a lot of different steps that
are usual - gradient, every conjugated gradient solution, (quasi-)Newton -
or criteria.
I even suppose it can do very well in semi-quadratic optimization, with very
little change, but I have to finish some work before I can read some books
on the subject to begin implementing it in Python.


If so, the class definition should reside in the StandardOptimizer module.
>
> Cheers,
> Alan Isaac
>
> PS For readability, I think Optimizer should define
> a "virtual" iterate method. E.g.,
> def iterate(self):
>     return NotImplemented


Yes, it seems better.

Thanks for the opinion !

Matthieu
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