[SciPy-user] non linear optimisation

Gael Varoquaux gael.varoquaux at normalesup.org
Mon Jun 11 12:04:31 EDT 2007


On Mon, Jun 11, 2007 at 05:56:14PM +0200, Ramon Crehuet wrote:
>     Before starting to program blindly, I'd like to know if someone has 
> faced this problem before. I could not find anything in the 
> documentation, probably because I don't know if there is a specific name 
> for these kind of problems.

I can't give you a specific answer for your question but you can find a
hackish solution on http://www.scipy.org/Cookbook/FittingData, section
1.3. This will not scale terribly well if you have a large number of
different datasets, and you will probably need to write an abstraction
layer to generate the cost functions.

Good luck,

Gaël



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