[SciPy-user] non-linear multi-variate optimization

Chris Colbert sccolbert@gmail....
Tue Jul 14 19:00:14 CDT 2009


The routines for non-linear optimization in scipy.optimize take an
argument for a function that computes the gradient.

What should be the format of return value of this function? I am
assuming that its the gradient of the functions with repect to the
independent variables in row vector format.

for example say we have:

f(x,y,z; a1, a2, a3) where a1, a2, and a3 are the independent variables.

Should the gradient of N x,y,z points then be of the form:

df/da  =   [[df(X0)/da1, df(X0)/da2, df(X0)/da3],
               [df(X1)/da1, df(X1)/da2, df(X1)/da3],
               ....
               [df(Xn)/da1, df(Xn)/da2, df(Xn)/da3]]

where Xn is the set of (xn, yn, zn) ?

cheers!

Chris


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