[SciPy-Dev] Fixing the scipy.optimize.show_options

[Yuxiang Wang]

Dear all,

I found this function missing the option 'eps' when I checked L-BFGS-B
algorithm. This is what I got.

In [1]: from scipy.optimize import show_options


In [2]: show_options('minimize', 'l-bfgs-b')

L-BFGS-B options:

ftol : float

The iteration stops when ``(f^k -

f^{k+1})/max{|f^k|,|f^{k+1}|,1} <= ftol``.

gtol : float

The iteration will stop when ``max{|proj g_i | i = 1, ..., n}

<= gtol`` where ``pg_i`` is the i-th component of the

projected gradient.

maxcor : int

The maximum number of variable metric corrections used to

define the limited memory matrix. (The limited memory BFGS

method does not store the full hessian but uses this many terms

in an approximation to it.)

maxiter : int

Maximum number of function evaluations.

-Shawn



-- 
Yuxiang "Shawn" Wang
Gerling Research Lab
University of Virginia
yw5aj at virginia.edu
+1 (434) 284-0836
https://sites.google.com/a/virginia.edu/yw5aj/