Notes. Added content on the barrier method and basic phase I method (…

chengsoonong / mclass-sky

Multiclass methods for astronomical data

BSD 3-Clause "New" or "Revised" License

9 stars 4 forks source link

Notes. Added content on the barrier method and basic phase I method (… #117

Closed davidjwu closed 8 years ago

davidjwu commented 8 years ago

…issue #111).

chengsoonong commented 8 years ago

Instead of implementing the newton method yourself, I suggest that you use a built in optimisation tool to solve for the analytic center. First two to try:

http://docs.scipy.org/doc/scipy/reference/optimize.minimize-newtoncg.html#optimize-minimize-newtoncg
http://docs.scipy.org/doc/scipy/reference/optimize.minimize-lbfgsb.html#optimize-minimize-lbfgsb