[SciPy-user] Typo in SciPy code
Travis Oliphant
oliphant at ee.byu.edu
Mon Mar 27 16:48:13 EST 2006
Armando Serrano Lombillo wrote:
>In http://projects.scipy.org/scipy/scipy/browser/trunk/Lib/optimize/info.py
>where it says:
>
>min_cobyla -- Contrained Optimization BY Linear Approximation
>
>it should say [...] -- Constrained [...]
>
>This also appears when you use help(scipy.optimize.fmin_cobyla).
>
>
>BTW I've been testing some of the optimization routines in scipy
>(Nelder-Mead, Powell and COBYLA) and COBYLA was 10 times faster than
>the others and it showed much better precision and stability. Is this
>due to the implementation (fortran instead of python) or is it just
>that the algorithm works better for my problem?
>
>
>
Try the BFGS method (fmin_bfgs) instead of Powell. The Powell
implementation in SciPy needs some work to be truly representative. The
BFGS methods should be fairly decent (it uses a good line search). The
Nelder-Mead algorithm is usually always going to use more function
evaluations.
It's always hard to predict which optimization algorithm is going to
work "best" for a particular problem (that's why there are so many of
them). I suspect it's the number of function evaluations that's most
important rather than whether or not the iteration is written in FORTRAN
or Python.
-Travis
More information about the SciPy-User
mailing list