There is a simplex method implemented in scipy.optimize, I think its the default for the function fmin (see http://docs.scipy.org/doc/scipy/reference/tutorial/optimize.html for instance).
On the other hand, the scipy functions are very float-oriented, so if your implementation could handle more general objects (e.g. higher- precision numbers or CDF) then I think it would be valuable to include in Sage. Cheers, M. Hampton On Jun 16, 9:44 am, "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. > > 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 --~--~---------~--~----~------------~-------~--~----~ 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 -~----------~----~----~----~------~----~------~--~---
