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

Ralf Gommers ralf.gommers@gmail....
Sat Mar 23 07:30:28 CDT 2013


On Sat, Mar 16, 2013 at 10:55 AM, 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?
>
Guess I could figure this out from the papers, but it's easier to ask: is
FIRE in any way related to Firefly that Andrea Gavana recently proposed for
inclusion in scipy.optimize:
http://article.gmane.org/gmane.comp.python.scientific.user/33701/match=firefly?

Andrea has a quite extensive benchmark of global optimizers, if you could
work with him to include your algorithm then that would help a lot in
determining the added value for scipy. Certainly we need a few more good
global optimizers, but we need to be confident that they're an improvement
on what's already available.

Ralf
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