A scipy.optimize.minimize interface#488
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Thanks a lot @FrancoisGallard! I'll have a look at the submission. Anything I can help with regarding 2nd-order information? |
Sure for the github action. It seems mandatory. I dont know how to do that. Do you? For the hessian, yes I think we could take some time to debug together but before maybe you can have a look at this branch there is a test for the hessian that fails. Its really weird it crashed when accessing the x value, but I think the real bug source is elsewhere, peobably the way I pass the hessian. |
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@FrancoisGallard gentle bump :) Let me know if I can help. |
This implements an interface that is compatible with the https://docs.scipy.org/doc/scipy-1.16.2/reference/generated/scipy.optimize.minimize.html method.
It is used a lot in Python, and it will be faster for many users to use this interface.
Currently it does not support the Hessian and Hvp. I tried to implement it in a different branch but it does not work yet (I dont know why).