ASKSAGE: Sage Q&A Forum - RSS feedhttps://ask.sagemath.org/questions/Q&A Forum for SageenCopyright Sage, 2010. Some rights reserved under creative commons license.Thu, 17 Mar 2011 19:57:31 +0100How does one provide initial step size for fmin in scipy?https://ask.sagemath.org/question/8006/how-does-one-provide-initial-step-size-for-fmin-in-scipy/I am trying to minimize a funtion f(x,y) over a domain that is considerably large for x than y. Also the domain of y is much less than one. I want to minimize the function using simplex algorithm provided in scipy - fmin. The same algorithm in gsl has a option of providing inital step size. However, I don't see that option in scipy. Is there a way to provide a initial step-size, or any other python implementation of function minimization that just requires the function not its derivatives in which I can provide the initial step size?
Thu, 17 Mar 2011 17:36:34 +0100https://ask.sagemath.org/question/8006/how-does-one-provide-initial-step-size-for-fmin-in-scipy/Answer by Felix Lawrence for <p>I am trying to minimize a funtion f(x,y) over a domain that is considerably large for x than y. Also the domain of y is much less than one. I want to minimize the function using simplex algorithm provided in scipy - fmin. The same algorithm in gsl has a option of providing inital step size. However, I don't see that option in scipy. Is there a way to provide a initial step-size, or any other python implementation of function minimization that just requires the function not its derivatives in which I can provide the initial step size?</p>
https://ask.sagemath.org/question/8006/how-does-one-provide-initial-step-size-for-fmin-in-scipy/?answer=11777#post-id-11777`scipy.optimize.fmin_powell` [seems](http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.fmin_powell.html#scipy.optimize.fmin_powell) to do what you want - specify `direc`. There's also a pretty good [summary page](http://docs.scipy.org/doc/scipy/reference/tutorial/optimize.html) of the optimization routines available in scipy.Thu, 17 Mar 2011 19:57:31 +0100https://ask.sagemath.org/question/8006/how-does-one-provide-initial-step-size-for-fmin-in-scipy/?answer=11777#post-id-11777