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ENH: optimize: add _chandrupatla_minimize, a vectorized scalar minimizer #105
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…add comments based on paper
…ence; propagate corrections to tests
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…racket_order [skip cirrus] [skip circle]
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An elementwise implementation of Chandrupatla's scalar minimization algorithm. Uses the framework developed for Chandrupatla's scalar root-finding algorithm.
Original post
@tupui here is a draft of
_chandrupatla_minimize
that needs a bit of feedback before it can go further. The main question is how you want this to be factored. To best understand the question, it helps to understand what I did here:_chandrupatla
into a new_chandrupatla.py
andTestChandrupatla
intotest_chandrupatla.py
.test_chandrupatla.TestChandrupatla
is testing_chandrupatla._chandrupatla
instead of_zeros_py._chandrupatla
._chandrupatla._chandrupatla
into_chandrupatla._chandrupatla_minimize
andtest_chandrupatla.TestChandrupatla
intotest_chandrupatla.TestChandrupatlaMinimize
.The point is that by looking at the third commit, you can see what is shared between the root finder and optimizer.
With that in mind, how do you want to see this? What file(s) should things be in, and what code do you want to share between the two?