[SciPy-user] scipy and cvxopt
Thu Mar 1 01:38:29 CST 2007
On 2/28/07, Travis Oliphant <email@example.com> wrote:
> 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).
That would be great! We're considering different a license also.
Porting CVXOPT to Numpy/Scipy would require sparse matrices also -
implemented so that there's not much difference between dense and sparse
matrices from the user's perspective. The sparse matrix class in SciPy
looks nice, but it appears to
"behave" different from a dense matrix wrt. to indexing, assignments,
although it's not essential, it would make a CVXOPT port easier if some of
the differences between dense and sparse matrices were also ironed out when
Travis revamps the
Numpy matrix object.
Please let me know if there's anything I can do to help in process.
But, I won't have time for that until April or May.
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