[SciPy-user] scipy and cvxopt
Wed Feb 28 16:54:05 CST 2007
Emin.shopper Martinian.shopper wrote:
> Dear Experts,
> I need to solve some quadratic programs (and potentially other
> nonlinear programs). While scipy.optimize.fmin_cobyla seems like it
> can do this, it seems orders of magnitude slower than cvxopt. Are
> there plans to merge/include cvxopt in scipy or otherwise improve
> scipy's quadratic/nonlinear constrained optimization routines?
Yes, eventually. I have talked to the author of CVXOPT at NIPS 2006.
The plan is to move NumPy's matrix object into C and move CVXOPTs
implementation over to use it, possibly integrating the cvxopt
algorithms into at least a scikits library (of GPL code).
But, I won't have time for that until April or May.
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