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nmayorov / bounded-lsq

Bounded Least-Squares Optimization for scipy
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an example with PyOperators #6

Open ev-br opened 9 years ago

ev-br commented 9 years ago

I think we should showcase some interoperability with tools in the scipy stack but not in scipy itself. A nice example could be to have one more IPython notebook with a large-scale problem where the jacobian is implemented as a PyOperator, http://pchanial.github.io/pyoperators/ instead of a scipy LinearOperator. (if this doesn't work, it's IMO worth investigating what exactly are the requirements for a LinearOperator here)

nmayorov commented 9 years ago

LinearOperator should implement matvec and rmatvec, additionally scipy adds dot method for it.

I don't consider this case important to spend time on it. And I don't know any suitable problem.

nmayorov commented 9 years ago

I think if a user knows that his operator conforms to scipy's LinearOperator, he can simply use aslinearoperator and be safe.

ev-br commented 9 years ago

It's an advertisement for broader applicability. Second, scipy LinearOperators are not necessarily the best ones out there. PyOperators are rumored to be a more polished package. (I'm not a user, so hearsay only here).

nmayorov commented 9 years ago

LinearOperator is a simple wrapper it doesn't do anything, and least_squares doesn't require anything from LinearOperator except providing 3 methods. PyOperators is complete package with operator manipulations, etc (I don't know almost anything about it.) It's functionality is irrelevant to optimization.

So as I said, a user can use any implementation of operator, if it has matvec and rmatvec, for clarity and rigor wrap it with aslinearoperator and you are done. We can't account for all of numerous packages existing in Python, least_squares is guaranteed to work with LinearOperator and that's not at all restrictive. And generally LinearOperator is very thin and almost unnecessary case. Can you think of any problem where Jacobian will be some magical linear operator (not just sparse matrix wrapped with aslinearoperator)?