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topic: mathematicslinear algebra, sparse matrices, special functions, FFT, random numbers, statistics, ...linear algebra, sparse matrices, special functions, FFT, random numbers, statistics, ...
Description
I'm willing to spearhead a module or set of modules containing:
- general constrained and unconstrained nonlinear optimization (sqp, global optimization, etc.)
- nonlinear equation solving (newton, least squares, etc.)
- scalar minimizers and root solvers (fmin, zeroin, etc.)
I have already modernized some classic codes and there are also some others with permissive licenses floating around. I am willing to merge mine into the stdlib. I need to gather then together and provide a nice interface so that a user can call any of the solvers in a similar way. We can have discussion on what that interface would look like. Here are some example codes:
- slsqp (SQP)
- pikaia (genetic algorithm)
- Brent codes zeroin and fmin
- Minpack
- Other derivative-free bracketed root solvers such as bisection, Anderson-Bjorck, Muller, Pegasus, ...
- Basic Newton and/or Broyden solvers
- FilterSD
Eventually we could even provide (optional) integrations with larger third-party and/or commercial libraries such as IPOPT and/or SNOPT
See also
Note that some of these in various Python packages are just wrappers to Fortran 77 codes (such as slsqp).
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topic: mathematicslinear algebra, sparse matrices, special functions, FFT, random numbers, statistics, ...linear algebra, sparse matrices, special functions, FFT, random numbers, statistics, ...