GSoC schedule question (letter for my mentors & Matthieu Brucher)
dmitrey <openopt <at> ukr.net>
2007-08-01 13:49:16 GMT
this is a letter primarily for my mentors & Matthieu Brucher
according to the schedule proposed by my mentors I should work on chapter 2
2. Make existing openopt code usable by adding docstrings,
unit tests, and documented sample scripts.
Docstrings must conform to the standard.
Tests must conform to the TestingGuidelines
Make sure ralg and lincher are fully functional, tested, and documented,
completing as much as possible of your projected work on ralg
(i.e., constraints to nonsmooth ralg solver (c<0, h=0, lb, ub, A, Aeq),
as well as their derivatives). Documentation must be
such as to allow other developers to understand and
maintain the code, should you cease maintenance.
Sample scripts should ensure that users have informative
(and documented!) examples to work with.
So, one of the main problems for lincher (along with extern QP solver from cvxopt) is: a good line-search
minimizer, that takes into account slope angle, is absent (we had discussed the problem some weeks ago in
In scipy.optimize there is only one appropriate func: line_search. However, there are some problems with
line_search(f, myfprime, xk, pk, gfk, old_fval, old_old_fval, args=(), c1=0.0001,
Find alpha that satisfies strong Wolfe conditions.