Implementation of different optimization algorithms in python using Theano. Currently it contains: MINRES ====== MINRES is written completely as a symbolic graph, resulting in longer compilation time, though possibly faster running time. The current code is a translation of the matlab code from http://www.stanford.edu/group/SOL/software.html into python using numpy and Theano. For a deeper understanding of the algorithm check http://www.stanford.edu/group/SOL/software.html Disclaimer: the implementation is meant for Theano users that might want to fit this algorithm as a building block of some more complicated graph. While Theano helps when computing the product ``Ax`` is expensive (by automatically optimizing that expression and translate it into C code or cuda code) it does make the implementation much less readable than a pure python/numpy implementation. MINRES-QLP ========== MINRES-QLP is written as an op, where all the heavy computation are done through Theano, while some simple arithmetic and logic are done in python/numpy. The current code is a translation of the matlab code from http://www.stanford.edu/group/SOL/software.html into python using numpy and Theano. For a deeper understanding of the algorithm check http://www.stanford.edu/group/SOL/software.html Disclaimer: the implementation is meant for Theano users that might want to fit this algorithm as a building block of some more complicated graph. While Theano helps when computing the product ``Ax`` is expensive (by automatically optimizing that expression and translate it into C code or cuda code) it does make the implementation much less readable than a pure python/numpy implementation. Contact: Razvan Pascanu (r.pascanu@gmail...) License: 3-clause BSD