Hi!
On Wed, 2011-01-05 at 10:08 +0100, Yury V. Zaytsev wrote:
> In such a case, what would be the recommended code to use for Python?
As it turns out, the required code is already bundled with SciPy, so I
guess the recommended version for Python would look along the lines of
the following snippet (public domain):
from scipy.misc import derivative
# Objective function wrapper
def f(x, g):
# Compute the objective function
ret = ...
# If gradient was passed, it has to be assigned in-place
if g.size > 0:
# Approximate the gradient using SciPy built-in
# central differences routine
#
g[:] = derivative(..., x,
args = (..., ),
dx = ...,
order = 3,
n = 1,
)
# Returns the value of the objective function
return ret
I think that Python users would certainly appreciate if this could be
added to the wiki!
Thanks,
--
Sincerely yours,
Yury V. Zaytsev
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