[SciPy-Dev] adding FIRE algorithm to scipy.optimize

[Daniel Asenjo]

I have an implementation of the FIRE minimization algorithm that I would
like add to scipy.optimize.

The algorithm is described here:

http://link.aps.org/doi/10.1103/PhysRevLett.97.170201

FIRE is relatively fast although not as efficient as L-BFGS but it is much
more stable as shown in our recently submitted paper:

http://people.ds.cam.ac.uk/daa32/compareminmeth.pdf

I think that FIRE would be a good addition to the existing algorithms in
scipy.optimize as it is becoming popular within the community.

What do you think?

Daniel.
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://mail.python.org/pipermail/scipy-dev/attachments/20130316/12d528f0/attachment.html>