[SciPy-User] computing f and fprime in one evaluation in scipy.optimize

Matthieu Brucher matthieu.brucher@gmail....
Mon Dec 10 09:22:16 CST 2012

Hi Pauli,

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 <pav@iki.fi>

> Skipper Seabold <jsseabold <at> gmail.com> writes:
> [clip]
> > 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) [1] 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 :)
> [1]
> http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.minimize.html
> --
> Pauli Virtanen
> _______________________________________________
> SciPy-User mailing list
> SciPy-User@scipy.org
> http://mail.scipy.org/mailman/listinfo/scipy-user

Information System Engineer, Ph.D.
Blog: http://matt.eifelle.com
LinkedIn: http://www.linkedin.com/in/matthieubrucher
Music band: http://liliejay.com/
-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://mail.scipy.org/pipermail/scipy-user/attachments/20121210/2e469902/attachment.html 

More information about the SciPy-User mailing list