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

Pauli Virtanen pav@iki...
Mon Dec 10 09:11:03 CST 2012


Skipper Seabold <jsseabold <at> gmail.com> writes:
[clip]
> AFAIK, fmin_l_bfgs_b is the only optimize function written so that f
> can also return fprime, but I agree that this could be a nice option
> to the other ones.

The good news is that minimize(f, .., jac=True) [1] also works like this,
and works for all of the solvers (it caches the jacobian).

So the problem is already solved in Scipy 0.11.0 :)

[1] 
http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html

-- 
Pauli Virtanen



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