[SciPy-User] computing f and fprime in one evaluation in scipy.optimize

Gregor Thalhammer gregor.thalhammer@gmail....
Mon Dec 10 08:54:55 CST 2012


Am 10.12.2012 um 07:23 schrieb ali rahimi:

> When minimizing a function f(x), df/dx can often also be computed with little additional effort. Yet the routines in scipy.optimize accept df/dx as a separate function fprime which must repeat much of the computation of f.
> 
> do the scipy.optimize routines allow me to compute f and fprime simultaneous in one call? this is important to me because each evaluation in my case takes ~10 minutes and a few iterations of the optimizer is all i need.

They are called separately. For a more efficient calculation you could save the result of f, e.g. in a class attribute or a global variable, and reuse it in fprime. And don't forget to also store the parameters to check whether fprime is indeed called with the same params.

Gregor


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