[SciPy-Dev] adding FIRE algorithm to scipy.optimize

[Dave Hirschfeld]

Daniel Asenjo <daniel.asenjo <at> gmail.com> writes:

> 
> 
> I have an implementation of the FIRE minimization algorithm that I would like
add to scipy.optimize.
> The algorithm is described here:
> http://link.aps.org/doi/10.1103/PhysRevLett.97.170201
> FIRE is relatively fast although not as efficient as L-BFGS but it is much more
stable as shown in our recently submitted paper:
> http://people.ds.cam.ac.uk/daa32/compareminmeth.pdf
> I think that FIRE would be a good addition to the existing algorithms in
scipy.optimize as it is becoming popular within the community.
> What do you think?
> Daniel.
> 
> 

As a user, the more high quality optimization algorithms I can access from Scipy 
with a common interface without having to resort to 3rd party packages, the 
better!

Thanks,
Dave