[SciPy-Dev] improvements of optimize package

Charles R Harris charlesr.harris@gmail....
Fri Sep 16 22:18:27 CDT 2011


On Thu, Sep 15, 2011 at 1:02 PM, Denis Laxalde <denis.laxalde@mcgill.ca>wrote:

> Hi,
>
> As discussed recently on the -user list [1], I've started thinking
> about possible improvements of the optimize package, in particular
> concerning the consistency of functions signature, parameters/returns
> names, etc. I've posted a proposal on the wiki of my gihub account [2].
> In brief, the proposal is two-fold:
>
>  - First, concerning the standardization of functions signature, I
>   would propose in particular to gather solver settings in a
>   dictionary (named `options`) and to generalized the use of the
>   `infodict`, `ier`, `mesg` outputs which respectively correspond
>   solver statistics, exit flag and information message. I've tried
>   also to choose simple yet informative variables names.
>
>  - Then, as discussed in the aforementioned thread, the implementation
>   of unified interfaces (or wrappers) to several algorithms with
>   similar purpose is proposed. There definition is basically taken
>   from the classification of the optimize package documentation [3].
>
> I've also try to list the impact of the proposed changes on the
> existing functions as well. Also, having started working on the code, I
> would say that most of this is feasible. Yet, many choices are somehow
> arbitrary and are thus subject to discussions so: comments welcome!
>
> --
> Denis Laxalde
>
>  1: http://mail.scipy.org/pipermail/scipy-user/2011-September/030444.html
>  2:
> https://github.com/dlaxalde/scipy/wiki/Improvements-to-optimize-package
>  3: http://docs.scipy.org/doc/scipy/reference/optimize.html
>
>
>
The 1-d root finders need stopping conditions in the parameter list.
Currently they have both absolute and relative step size, which are used
together. I think that both should be kept.

I think we could dispense with  the brenth and ridder solvers as I don't
see that they solve any problem that the other solvers can't deal with. Does
anybody use them?

Chuck
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