On Jun 16, 5:44 pm, "Prof. Gregory V. Bard" <b...@fordham.edu> wrote: > I'm working on a very fast implementation of the > Nelder-Mead algorithm for optimizing functions. > This is a particularly good algorithm if the > function is noisy, or is not smooth. > > Is it in SAGE already? If not, I'd be happy to > release my code to SAGE under the whatever license > once it is debugged and commented. But if it is > already in SAGE I probably won't invest time in > cleaning up the code.
It's indeed in scipy (probably implemented for floats only): http://docs.scipy.org/doc/scipy/reference/tutorial/optimize.html#nelder-mead-simplex-algorithm-fmin > I think sometimes when you have an algorithm > with 3-5 parameters and you want to find the > optimal setting of them, this would be a good > method to use, because the performance time is > likely to vary noisily versus the parameters. > > Inversely, if you are interesting in the algorithm, > I can accelerate this project. > > Let me know. > ---Greg If it's pure Python code or could be adapted to work with multiprecision floating-point arithmetic, I'd be very interested in including it in mpmath. Vinzent --~--~---------~--~----~------------~-------~--~----~ To post to this group, send email to sage-devel@googlegroups.com To unsubscribe from this group, send email to sage-devel-unsubscr...@googlegroups.com For more options, visit this group at http://groups.google.com/group/sage-devel URLs: http://www.sagemath.org -~----------~----~----~----~------~----~------~--~---
