[SciPy-User] computing f and fprime in one evaluation in scipy.optimize
Mon Dec 10 09:22:16 CST 2012
What is the Jacobian for a CG or BFGS optimization? There are no Jacobian
in this case for non-least square optimization if I'm not mistaken (at
least in no reference that I know of). Shouldn't this be the gradient
2012/12/10 Pauli Virtanen <email@example.com>
> Skipper Seabold <jsseabold <at> gmail.com> writes:
> > 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)  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 :)
> Pauli Virtanen
> SciPy-User mailing list
Information System Engineer, Ph.D.
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