Free Python optimization framework

Friday, October 26, 2007

d2f: 2nd derivatives

I have connected another one unconstrained scipy.optimize solver: fmin_ncg.
This one can handle Hesse matrix (objFunc 2nd derivatives), see the example for more details.
Also, some changes were made to scipy_bfgs, now the solver (along with scipy_ncg) handles more user-supplied stop criteria passed from OpenOpt API. Also, graphic output for scipy_bfgs is no just 2 points connected by direct line, now it's similar to output of lincher or ralg; same to scipy_ncg.
Some of my primary goals are using d2c, d2h, d2l in ALGENCAN and/or CVXOPT and/or other OO NLP solvers, but I guess it will take much time, I'm short of the one for now.

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