Free Python optimization framework

Friday, August 31, 2007

2 more steps

2 more steps were implemented in optimizers module:
- Goldfeld
- Goldstein-Price.
Matthieu and I have some difficalties in other 2-nd order steps related to negative curvature, because available Python libraries (including numpy) hasn't modified Cholesky factorization, that is required. As we agreed no other than Python code is included to openopt, it means no fortran, etc, only python and numpy, so those fortran-written routines are inappropriate. The proposed article contains 2-pages algorithm w/o vectorization, so Python implementation will be too slow and would take much time for implementation, unittests, bugfixes.
So we decided to switch to other tasks.

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