[SciPy-user] Non-negative least squares method
Thu Apr 10 14:42:42 CDT 2008
Gael Varoquaux wrote:
> On Thu, Apr 10, 2008 at 08:24:23PM +0300, dmitrey wrote:
>> Afaik scipy & numpy has no the one, mb bvls from scikits.openopt can be
>> Regards, D.
> Can't this be done with a cobyla (constraint optimisation, can be found
> in scipy.optimise) ?
Yes, of course, but cobyla is not specialized solver for the LLS
problem. scipy lbfgsb could be much more appropriate, since it can
handle derivatives, that are easy to compute here.
However, even the one fails to solve rather large-scale problems (yields
sufficiently worse obj func value), I had mentioned the issue here:
If you have OO installed, you can see /examples/llsp_2.py for benchmark
scipy_lbfgsb (or any other OO NLP solver, btw I hadn't ALGENCAN checked,
mb it works better) vs bvls, try different N = 10, 50, etc.
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