numericalalgorithmsgroup / pybobyqa

Python-based Derivative-Free Optimization with Bound Constraints
https://numericalalgorithmsgroup.github.io/pybobyqa/
GNU General Public License v3.0
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Building Lagrange polynomials #11

Open lindonroberts opened 5 years ago

lindonroberts commented 5 years ago

For interpolation linear solves, don't loop over npt Lagrange polynomials - scipy.linalg.solve_triangular can handle multiple RHS (https://docs.scipy.org/doc/scipy/reference/generated/scipy.linalg.solve_triangular.html)

Should lead to a speed improvement.