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Do studies about the different minimization methods

Open maxnoe opened this issue 10 years ago • 2 comments

we should do studies about the performance of the different minimization methods

maxnoe avatar Jan 30 '15 23:01 maxnoe

Simple Gaussian fit to 1e6 Values: Powell 0.3 seconds BFGS 1.2 seconds

maxnoe avatar Jan 30 '15 23:01 maxnoe

Would be nice to try out ceres as well. There are Python bindings via Cython here: https://github.com/rll/cyres, but they don't seem to contain the interface for minimizing general functions. It shouldn't be too difficult to add, though.

ibab avatar Jan 31 '15 04:01 ibab