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最近的Python';s scypy解算器模拟R';是nlminb吗?_Python_R_Scipy_Nonlinear Optimization - Fatal编程技术网

最近的Python';s scypy解算器模拟R';是nlminb吗?

最近的Python';s scypy解算器模拟R';是nlminb吗?,python,r,scipy,nonlinear-optimization,Python,R,Scipy,Nonlinear Optimization,我知道Python在scipy.optimize.minimize中有以下解算器: Nelder-Mead Powell CG BFGS Newton-CG L-BFGS-B TNC COBYLA SLSQP trust-constr dogleg trust-ncg trust-exact trust-krylov 然而,它们都是相似的,哪种方法最接近R的nlminb?nlminb是一种无约束和有界约束的拟牛顿方法优化器。这段代码基于David Gay在贝尔实验室的FORTRAN端口库。关于

我知道Python在
scipy.optimize.minimize
中有以下解算器:

Nelder-Mead
Powell
CG
BFGS
Newton-CG
L-BFGS-B
TNC
COBYLA
SLSQP
trust-constr
dogleg
trust-ncg
trust-exact
trust-krylov

然而,它们都是相似的,哪种方法最接近R的
nlminb

nlminb
是一种无约束和有界约束的拟牛顿方法优化器。这段代码基于David Gay在贝尔实验室的FORTRAN端口库。关于Pyhon拟牛顿方法:

无约束最小化

方法BFGS使用Broyden,Fletcher,Goldfarb,>>和Shanno(BFGS)[5]第136页的拟牛顿法

有界约束最小化

方法L-BFGS-B使用L-BFGS-B算法[6],[7]作为边界 约束最小化

L-BFGS-B&BFGS是拟牛顿族方法中的一员,与nlminb

最接近