[SciPy-Dev] adding FIRE algorithm to scipy.optimize
Sat Mar 16 04:55:13 CDT 2013
I have an implementation of the FIRE minimization algorithm that I would
like add to scipy.optimize.
The algorithm is described here:
FIRE is relatively fast although not as efficient as L-BFGS but it is much
more stable as shown in our recently submitted paper:
I think that FIRE would be a good addition to the existing algorithms in
scipy.optimize as it is becoming popular within the community.
What do you think?
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