[SciPy-dev] Proposal for more generic optimizers (posted before on scipy-user)

Matthieu Brucher matthieu.brucher@gmail....
Thu Mar 22 03:49:57 CDT 2007


I didn't have the time to make the changes Alan proposed, but I would like
some other advice...
The goal of my proposal is to have something better than MatLab Optimization
Toolbox, at least for the simplest optimization, domain where Matlab does
not use the litterature - for instance the conjugate-gradient method seems
to not use the Wolfe conditions for convergence... -.
And the structure for an optimizer is thought so as to be more modular, so
implementing a new "optimizer" does not imply writting everything from
scratch. Everything cannot be thought in advance, but some can.

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