[Coin-ipopt] Wrapper SciPy Ipopt
Nils Wagner
nwagner at iam.uni-stuttgart.de
Sat May 5 06:17:33 EDT 2007
Hi all,
I am wondering if there exists a SciPy interface to Ipopt.
See http://www.scipy.org for details.
Scipy comes with a collection of general-purpose
optimization routines such as
fmin -- Nelder-Mead Simplex algorithm
(uses only function calls)
fmin_powell -- Powell's (modified) level set method (uses
only
function calls)
fmin_cg -- Non-linear (Polak-Ribiere) conjugate
gradient algorithm(can use function and gradient).
fmin_bfgs -- Quasi-Newton method
(Broydon-Fletcher-Goldfarb-Shanno);(can use function and
gradient)
fmin_ncg -- Line-search Newton Conjugate Gradient (can
use function, gradient and Hessian).
leastsq -- Minimize the sum of squares of M equations
in N unknowns given a starting estimate.
Constrained Optimizers (multivariate)
fmin_l_bfgs_b -- Zhu, Byrd, and Nocedal's L-BFGS-B
constrained optimizer
(if you use this please quote their papers -- see help)
fmin_tnc -- Truncated Newton Code originally written
by Stephen Nash and adapted to C by Jean-Sebastien Roy.
fmin_cobyla -- Constrained Optimization BY Linear
approximation
Global Optimizers
anneal -- Simulated Annealing
brute -- Brute force searching optimizer
Nils
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