[SciPy-Dev] adding FIRE algorithm to scipy.optimize

Suzen, Mehmet msuzen@gmail....
Sat Mar 16 10:03:28 CDT 2013


It would be nice to see this in SciPy

On 16 March 2013 10:55, Daniel Asenjo <daniel.asenjo@gmail.com> wrote:
> I have an implementation of the FIRE minimization algorithm that I would
> like add to scipy.optimize.
>
> The algorithm is described here:
>
> http://link.aps.org/doi/10.1103/PhysRevLett.97.170201
>
> FIRE is relatively fast although not as efficient as L-BFGS but it is much
> more stable as shown in our recently submitted paper:
>
> http://people.ds.cam.ac.uk/daa32/compareminmeth.pdf
>
> I think that FIRE would be a good addition to the existing algorithms in
> scipy.optimize as it is becoming popular within the community.
>
> What do you think?
>
> Daniel.
>
>
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