[SciPy-Dev] WIP: Class based Optimizers

[Ralf Gommers]

On Mon, Mar 5, 2018 at 8:58 PM, Alan Isaac <alan.isaac at gmail.com> wrote:

> Didn't OpenOpt take some steps in this direction?
> http://courses.csail.mit.edu/6.867/wiki/images/6/6e/Qp-openopt.pdf
> Just making sure anything useful doesn't get overlooked, since
> I did not see this mentioned.
>

Hard to say, since OpenOpt has disappeared AFAIK. There's no repo to be
found and openopt.org has been offline for a while.

Ralf



>
> Alan Isaac
>
> On 3/5/2018 2:03 AM, Phillip Feldman wrote:
>
>>  From the (beautifully written) draft PEP:
>>
>> "Different optimization algorithms can inherit from Optimizer, with each
>> of the subclasses overriding the __next__ method ..."
>>
>> I'm unclear re. whether this approach would allow something like a
>> parallel implementation of Nelder-Mead.
>>
>> Phillip
>>
>
> On Sun, Mar 4, 2018 at 7:05 PM, Andrew Nelson <andyfaff at gmail.com <mailto:
>> andyfaff at gmail.com>> wrote:
>>
>>     Scott Sievert and I have put a lot of work into preparing a draft of
>> the PEP for class based scalar minimizers:
>>
>>     https://github.com/andyfaff/scipy/blob/a52bb4f9029389da3ab07
>> 2c92c609d71ed6943c6/PEP/1-Optimizer.rst
>>     <https://github.com/andyfaff/scipy/blob/a52bb4f9029389da3ab0
>> 72c92c609d71ed6943c6/PEP/1-Optimizer.rst>
>>
>>     where we've tried to address comments already made in this thread,
>> and from the WIP github PR. Scott and I look forward to hearing any
>> comments/concerns/feedback about the
>>     proposal. We can field any questions and address them in an updated
>> PEP, as well as on here.
>>
>>     Andrew.
>>
>>
>>     p.s. Ralf/Pauli, could we add the PEP to a scipy/PEP, or
>> scipy/scipep, repo? How should we discuss such this, and any further PEP?
>> Should we have a scipep process, or shall we
>>     keep things simple?
>>
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