Changes between Version 13 and Version 14 of OptimizationProblems

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Timestamp:
07/17/07 14:57:02 (6 years ago)
Author:
aisaac
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  • OptimizationProblems

    v13 v14  
    6161 
    6262== Milestone 2 == 
    63  1. Improve constrained NLP solver and/or add one more. Add 2nd derivatives where possible. 
    64  1. Add constraints to nonsmooth ralg solver (c<0, h=0, lb, ub, A, Aeq), as well as their derivatives 
    65  1. Add nonSmoothSolve - fsolve equivalent for non-smooth & noisy functions 
    66  1. Add GNLP (global NLP) class with solver(s) # I intend to add GRASP-based solver 
    67  1. Add (numerically) parallel gradient/subgradient obtaining  
     63Milestone 2 is broken into four parts: 
    6864 
    69 After reaching the first milestone you will have familiarized yourself with !SciPy and should be able to see how to integrate your more innovative work 
    70 into the !SciPy project.  You propose an environment that direction more.  From your proposal:  "will provide scaling, unified convinient text & graphics output, checking user-supplied analitical derivatives, parallel calculations (for example for numerical gradient/subgradient obtaining), easy comparison & unified for all solvers.)" 
     651. Work on the following tickets to closure, with priority given to 296. 
     66   (Note that work on 296 has already started and since you are familiar 
     67   with tnc this should be pretty easy for you to complete.) 
    7168 
    72 {{{ 
    73 We need you as soon as possible to be much more specific about this. Please suggest some concrete deliverables, which we can use to affirm that you have met this milestone. 
    74 }}} 
     69        http://projects.scipy.org/scipy/scipy/ticket/234 
     70        http://projects.scipy.org/scipy/scipy/ticket/285 
     71        http://projects.scipy.org/scipy/scipy/ticket/296 
     72        http://projects.scipy.org/scipy/scipy/ticket/377 
     73        http://projects.scipy.org/scipy/scipy/ticket/390 
     74        http://projects.scipy.org/scipy/scipy/ticket/399 
     75        http://projects.scipy.org/scipy/scipy/ticket/416 
     76        http://projects.scipy.org/scipy/scipy/ticket/344 
     77        http://projects.scipy.org/scipy/scipy/ticket/384 
     78        http://projects.scipy.org/scipy/scipy/ticket/389 
     79        http://projects.scipy.org/scipy/scipy/ticket/388 
     80   Note that you are expected to bring questions and difficulties 
     81   concerning these tickets to the developers list asap!  Not 
     82   all questions are answered the first time: rephrase and try 
     83   again!  If you think a ticket should be closed as "won't fix", 
     84   bring it before the developer community with your reasoning. 
    7585 
    76 For this project summer project, your should focus your environment development on the use of Scipy solvers (including the new solvers that you contribute). 
     862. Make existing openopt code usable by adding docstrings, unit tests, and documented sample scripts. 
     87   Docstrings must conform to the standard. 
     88   http://projects.scipy.org/scipy/numpy/wiki/CodingStyleGuidelines 
     89   Tests must conform to the TestingGuidelines 
     90   http://projects.scipy.org/scipy/scipy/wiki/TestingGuidelines 
     91   Make sure ralg and lincher are fully functional, tested, and documented, 
     92   completing as much as possible of your projected work on ralg 
     93   (i.e., constraints to nonsmooth ralg solver (c<0, h=0, lb, ub, A, Aeq), 
     94   as well as their derivatives). 
     95 
     963. Improve test coverage and docstrings of existing scipy.optimize libraries. 
     97   Change docstrings to conform to the standard. 
     98   http://projects.scipy.org/scipy/numpy/wiki/CodingStyleGuidelines 
     99   Tests must conform to the TestingGuidelines 
     100   http://projects.scipy.org/scipy/scipy/wiki/TestingGuidelines 
     101   Again, bring questions to the developers list in a timely fashion. 
     102 
     1034. Write some step and line search objects for the generic optimizer code. 
     104   (Matthieu has checked the current code base into openopt/solvers.) 
     105   Specifics on task will follow next week.  This will add 
     106   functionality to both openopt and to the optimizer as a standalone. 
     107   Include appropriate docstrings and unit tests. 
    77108 
    78109Due *August 20.* 
     110 
     111For reasons discussed elsewhere, these milestone markers replace the previous 
     112markers for milestone 2.  Advance on those markers is of course welcome, 
     113but progress will be judged by the milestones above. 
     114 
     115Since you have passed the first milestone, 
     116you should be familiar enough with !SciPy and that you can see how to integrate your more work 
     117into the !SciPy project.   
     118 
     119 
     120From your proposal:  "will provide scaling, unified convinient text & graphics output, checking user-supplied analitical derivatives, parallel calculations (for example for numerical gradient/subgradient obtaining), easy comparison & unified for all solvers.)" 
     121As stated from the beginning, 
     122for this summer project, 
     123your should focus your development on the use of Scipy solvers (including the new solvers that you contribute). 
     124This now includes the generalized optimization framework contributed by Matthieu Brucher. 
     125 
    79126 
    80127= Documentation and development methodology =