[SciPy-dev] Abstract vectors in optimization

[Robert Kern]

2009/1/5 Ben FrantzDale <benfrantzdale at gmail.com>:

> Has anyone considered this approach? It really seems like a small code
> change that would both simplify the optimization code and make it
> significantly more flexible. I've tried similar approaches for generic
> high-performance optimization functions in C++, but I think Python's type
> system and memory management makes it a better language to write this sort
> of solver.

I've looked at this before. Many of the solvers are implemented in
FORTRAN, so it's not all that easy to replace their innards.
Fortunately, are almost black-box; they just need to be modified to
accept an innerproduct function. The ones in Python might be easier to
replace, but I'm skeptical that this can be done in either language
without adversely affecting performance in the typical case. It might
be feasible to "copy-and-modify" a handful of the Python ones as
needed, though.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco