[SciPy-dev] scipy.optimize

[Ed Schofield]

Robert Cimrman wrote:
> Hi all,
>
> outside the list, I have proposed some enhancements to scipy.optimize, 
> which are now below. Opinions welcome.
>   

Hi Robert,

Yes, I think these are great suggestions.  If you look at maxentropy.py,
you'll see that I've written various wrappers to deal with exactly these
issues.  If we had a common interface to the parameters of the optimize
functions and a callback facility, I could simplify this code.

I think a generic callback facility would be useful either for logging
or a variety of other tasks, such as reliability tests in the case of
stochastic optimization.  We'd need to think about whether to call back
each iteration or each function/gradient evaluation.  I think each
iteration would be preferable, but seem to recall that it's not trivial
to do with, for example, L-BFGS-B.

We'd also need to consider how to specify stopping criteria uniformly;
currently the functions use several different definitions of tolerance,
such as the mean or the norm of the gradient vector.  It would be great
to unify these.

-- Ed