[SciPy-Dev] Levenberg-Marquardt Implementation

Benny Malengier benny.malengier at gmail.com
Tue Feb 25 16:47:10 EST 2014


2014-02-25 22:37 GMT+01:00 Robert Kern <robert.kern at gmail.com>:

> On Tue, Feb 25, 2014 at 9:25 PM, Evgeni Burovski
> <evgeny.burovskiy at gmail.com> wrote:
> > FWIW, One other possiblity for constrained minimization would be to
> > wrap BOBYQA by Powell.
> >
> > (Disclaimer: All I know about it is from skimming this paper
> > www.damtp.cam.ac.uk/user/na/NA_papers/NA2009_06.pdf‎
> > and talking to people in PyData London last weekend.)
> >
> > As far as I understand,
> >
> > * it's a state of the art minimizer
> > * the original Fortran code is in public domain
>
> I see no indication of this.
>

:-)
Apart from that, they are not LM, so if added, should be an extra name in
optimize.
Looking at it fast, I don't expect the benefits to be that great to warrant
moving there myself.

Benny



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> Robert Kern
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