User:Jarle Pahr/SciPy

Notes on the SciPy Python library:

http://www.scipy.org/

http://scipy-lectures.github.io/

http://oneau.wordpress.com/2011/02/28/simple-statistics-with-scipy/

Testing:

import scipy as sci
sci.test()

Installation files

http://www.lfd.uci.edu/~gohlke/pythonlibs/#scipy-stack

Linalg

http://docs.scipy.org/doc/scipy/reference/linalg.html

Optimization

http://docs.scipy.org/doc/scipy/reference/optimize.html

http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.fmin.html#scipy.optimize.fmin

• Uses the Nelder-Mead simplex method: http://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method
• Equivalent to MATLABs fminsearch: http://stackoverflow.com/questions/19070943/numpy-scipy-analog-of-matlabs-fminsearch

http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.fmin_slsqp.html

• Seems more similar to MATLABs fmincon than optimize.fmin
• Tutorial: docs.scipy.org/doc/scipy/reference/tutorial/optimize.html#tutorial-sqlsp
• See also http://www.pyopt.org/reference/optimizers.slsqp.html

http://stackoverflow.com/questions/49926/open-source-alternative-to-matlabs-fmincon-function

For comparison see http://www.mathworks.se/help/optim/ug/fmincon.html

See also http://scicomp.stackexchange.com/questions/83/is-there-a-high-quality-nonlinear-programming-solver-for-python

and http://openopt.org/SciPy