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How does one provide initial step size for fmin in scipy?

asked 2011-03-17 17:36:34 +0100

Shashank gravatar image

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?

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answered 2011-03-17 19:57:31 +0100

Felix Lawrence gravatar image

scipy.optimize.fmin_powell seems to do what you want - specify direc. There's also a pretty good summary page of the optimization routines available in scipy.

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Asked: 2011-03-17 17:36:34 +0100

Seen: 2,472 times

Last updated: Mar 17 '11