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pythonoptimizationscipyleast-squares

Which optimization algorithm does scipy.optimize.leastsq use?

Does anyone know which optimization algorithm specifically is implemented in scipy.optimize.leastsq?

Solution

  • According to the documentation:

    “leastsq” is a wrapper around MINPACK’s lmdif and lmder algorithms.

    So (as @tillsten points out) that’s a Levenberg–Marquardt implementation.