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Numba specialist to Examine how to JIT Optimisers #62

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domokane opened this issue Jan 10, 2021 · 0 comments
Open

Numba specialist to Examine how to JIT Optimisers #62

domokane opened this issue Jan 10, 2021 · 0 comments
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Numba Expertise Python Task

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@domokane
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Scipy optimisers are used in a number of locations. However it is not been possible to Numba the objection functions.
I have rewritten the optimisers in FinSolver but there are problems using njit
The aim here is to

  1. Numba the optimisers
  2. Numba the objective function
  3. Amend all functions that use Scipy to use FinSolver to use the Numba versions

Overall aim is to make these functions as fast as possible.
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@domokane