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

Jacob Stevenson jstevenson131@gmail....
Sat Mar 16 10:26:34 CDT 2013


I also think it would be a useful addition.

On 16 Mar 2013, at 15:03, Suzen, Mehmet wrote:

> 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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