cimrman3 at ntc.zcu.cz
Fri Apr 28 09:41:31 CDT 2006
Ed Schofield wrote:
> Robert Cimrman wrote:
>>Yes, fmin_l_bfgs_b uses a wrapped fortran module, so I can think only
>>about rewriting its high-level logic (the main iteration loop?) in
>>Python, using directly the fortran subroutines. But all functions in
>>optimize.py could use the common interface without pain.
>>The two main possibilities are:
>>1) call back each iteration (as I do in my fmin_sd) only
>>2) call back via wrap_function macro, so that function/gradient calls
>>e.g. in line search functions are not missed - the callback could have
>>one arg saying from where it was called, so that in postporcessing you
>>could plot e.g. just the data from main loop iterations.
>>Now as I have written them down, I would vote for 2) in some form.
> Yes, (2) would be good :)
OK, I am willing to do a prototype in the sandbox. Unfortunately I will
be available first after 9. May :(, so be patient.
>>I will send you off-list how I have it for now.
> It looks like a good start. I suggest you copy the whole scipy.optimize
> package into the sandbox (e.g. as 'newoptimize') and check your code in
It's there and I removed dependencies on my other codes, so that you can
try it - run test_optimize.py, or try_log.py
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