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Add interface to DFO-LS #76

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florianwechsung opened this issue May 28, 2021 · 0 comments
Open

Add interface to DFO-LS #76

florianwechsung opened this issue May 28, 2021 · 0 comments

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@florianwechsung
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florianwechsung commented May 28, 2021 •
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The work by @lindonroberts and Cora Cartis on Derivative Free optimization routines for least squares problems has been cleaning up prizes in the Numerical Analysis / Optimisation community recently. The stuff in scipy is all pretty old, so maybe we should add an interface to this solver.

https://github.com/numericalalgorithmsgroup/dfols
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