[SciPy-user] Solver with n-dimentional steps
Mon Jun 16 05:53:15 CDT 2008
On Sunday 15 June 2008 16:55:47 Hoyt Koepke wrote:
> I'm suggesting this partly to satisfy my own curiosity, so ignore this
> if it is difficult. Since you are running with so many dimensions,
> you might want to try minimizing the square of your function using
> fmin_l_bfgs_b. lbfgs is written for higher dimensions, and I've heard
> it can give incredible speed improvements over many other methods.
> I'm curious if it would help in your case.
Thanks for the tip. After trying half a day to figure out why a jacobian that
should take 1GiB (8 byte floats) clogs the memory in a 2GiB machine, I
decided to go for fmin_l_bfgs_b(). I can't tell you if it improves the
speed, but the low memory requirements make it work for me, as opposed to
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