[Matrix-SIG] Optimization routines - anyone?

[Robin Becker]

In article <dn1puxt9hlt.fsf@kallesol.pvv.ntnu.no>, Olaf Trygve Berglihn
<olafb@pvv.org> writes
>
>Has someone coded a collection of optimization routines, e.g. SQP, for
>use with NumPy?
>
>Olaf
>

I've just been playing with Burke & Xu's non-interior point method for
LCP's. I posted asking where this should be displayed/made available.
Got no response.

>janne@avocado.ps.helsinki.fi wrote 15 Mar 1999 23:09:22 +0200:
>|"Paul F. Dubois" <dubois1@llnl.gov> writes:
>
>|> The conjugate gradient algorithm is probably about twenty lines or
>|> less of matrix/vector statements in Python, assuming you have a
>|> preconditioner you can express that way. So just code it up in
>|> Python. It will be fast enough, all the hard work is in the dot
>|> products and matrix multiplies.
>
>|I'm coding right now, just wanted to know if somebody has already
>|done it.
>
>|The hard work is often in the objective function, and from this
>|viewpoing C is unnecessary unless the objective function is very
>|fast. But a larger selection of optimization routines, either in
>|Python or in C, would be nice (and probably emerges) sooner or later.
>
>|-- 
>|Janne
>
>

-- 
Robin Becker