[SciPy-Dev] Fixing the scipy.optimize.show_options
Yuxiang Wang
yw5aj at virginia.edu
Fri Feb 21 17:28:07 EST 2014
Dear all,
I found this function missing the option 'eps' when I checked L-BFGS-B
algorithm. This is what I got.
In [1]: from scipy.optimize import show_options
In [2]: show_options('minimize', 'l-bfgs-b')
L-BFGS-B options:
ftol : float
The iteration stops when ``(f^k -
f^{k+1})/max{|f^k|,|f^{k+1}|,1} <= ftol``.
gtol : float
The iteration will stop when ``max{|proj g_i | i = 1, ..., n}
<= gtol`` where ``pg_i`` is the i-th component of the
projected gradient.
maxcor : int
The maximum number of variable metric corrections used to
define the limited memory matrix. (The limited memory BFGS
method does not store the full hessian but uses this many terms
in an approximation to it.)
maxiter : int
Maximum number of function evaluations.
-Shawn
--
Yuxiang "Shawn" Wang
Gerling Research Lab
University of Virginia
yw5aj at virginia.edu
+1 (434) 284-0836
https://sites.google.com/a/virginia.edu/yw5aj/
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