[sage-devel] Re: Nelder-Mead Simplices Algorithm for Minimization.

2009-06-17 Thread Ben Goodrich
On Jun 16, 11:44 am, "Prof. Gregory V. Bard" 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? R (which is included in Sage)

[sage-devel] Re: Nelder-Mead Simplices Algorithm for Minimization.

2009-06-17 Thread Vinzent Steinberg
On Jun 16, 5:44 pm, "Prof. Gregory V. Bard" 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 > releas

[sage-devel] Re: Nelder-Mead Simplices Algorithm for Minimization.

2009-06-16 Thread Marshall Hampton
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