[SciPy-User] Passing fmin_cg a gradient

[Yury V. Zaytsev]

On Fri, 2011-04-15 at 17:26 -0400, Jason Rennie wrote:
> 
> I'm actually on the look-out for a good open source CG or L-BFGS
> implementation.  Thanks for the fmin_tnc mention---I'll check it out.

On Mon, 2011-04-11 at 20:52 -0400, Patrick Holvey wrote:

> I'm also open to alternate optimization calls if anyone has
> recommendations.  

So far I have been very happy with NLopt which got to know thanks to the
advice someone posted on this list. It features a nice pure C
implementation of BFGS, which, I guess, for most problems would be a
good starting point and a number of other gradient-based methods.

Also, I have found through experimentation, that NLopt Downhill-Simplex
implementation is much more stable for the functions that I have to
optimize than fmin from SciPy.

Do check it out.

-- 
Sincerely yours,
Yury V. Zaytsev