pythoniminuit

Iminuit fitting algorithm?

Does anyone knows what algorithm is used for the python iminuit fitting package, when no attribute is specified?

Solution

  • The documentation says it uses the Quasi Newton Method and DFP formula.

    You can see in the source code what the default strategy looks like:

    void MnStrategy::SetMediumStrategy() {
   // set minimum strategy (1) the default
   fStrategy = 1;
   SetGradientNCycles(3);
   SetGradientStepTolerance(0.3);
   SetGradientTolerance(0.05);
   SetHessianNCycles(5);
   SetHessianStepTolerance(0.3);
   SetHessianG2Tolerance(0.05);
   SetHessianGradientNCycles(2);
}