[SciPy-dev] scipy.optimize

[Robert Cimrman]

Ed Schofield wrote:
> Robert Cimrman wrote:
> 
>>Yes, fmin_l_bfgs_b uses a wrapped fortran module, so I can think only 
>>about rewriting its high-level logic (the main iteration loop?) in 
>>Python, using directly the fortran subroutines. But all functions in 
>>optimize.py could use the common interface without pain.
>>
>>The two main possibilities are:
>>1) call back each iteration (as I do in my fmin_sd) only
>>2) call back via wrap_function macro, so that function/gradient calls 
>>e.g. in line search functions are not missed - the callback could have 
>>one arg saying from where it was called, so that in postporcessing you 
>>could plot e.g. just the data from main loop iterations.
>>
>>Now as I have written them down, I would vote for 2) in some form.
> 
> Yes, (2) would be good :)

OK, I am willing to do a prototype in the sandbox. Unfortunately I will 
be available first after 9. May :(, so be patient.

>>I will send you off-list how I have it for now.
> 
> 
> It looks like a good start.  I suggest you copy the whole scipy.optimize
> package into the sandbox (e.g. as 'newoptimize') and check your code in
> there...

It's there and I removed dependencies on my other codes, so that you can 
try it - run test_optimize.py, or try_log.py

r.