[SciPy-dev] scipy.optimize

[Nils Wagner]

Robert Cimrman wrote:
> Ed Schofield wrote:
>   
>> Robert Cimrman wrote:
>>
>>     
>>> Yes, fmin_l_bfgs_b uses a wrapped fortran module, so I can think only 
>>> about rewriting its high-level logic (the main iteration loop?) in 
>>> Python, using directly the fortran subroutines. But all functions in 
>>> optimize.py could use the common interface without pain.
>>>
>>> The two main possibilities are:
>>> 1) call back each iteration (as I do in my fmin_sd) only
>>> 2) call back via wrap_function macro, so that function/gradient calls 
>>> e.g. in line search functions are not missed - the callback could have 
>>> one arg saying from where it was called, so that in postporcessing you 
>>> could plot e.g. just the data from main loop iterations.
>>>
>>> Now as I have written them down, I would vote for 2) in some form.
>>>       
>> Yes, (2) would be good :)
>>     
>
> OK, I am willing to do a prototype in the sandbox. Unfortunately I will 
> be available first after 9. May :(, so be patient.
>
>   
>>> I will send you off-list how I have it for now.
>>>       
>> It looks like a good start.  I suggest you copy the whole scipy.optimize
>> package into the sandbox (e.g. as 'newoptimize') and check your code in
>> there...
>>     
>
> It's there and I removed dependencies on my other codes, so that you can 
> try it - run test_optimize.py, or try_log.py
>
> r.
>
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There is no entry for newoptimize in Lib/sandbox/setup.py.
Am I missing something ?

Nils