Iminuit fitting algorithm?

Asked at 2017-01-11 17:34:49Z
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Does anyone knows what algorithm is used for the python iminuit fitting package, when no attribute is specified?


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Francisco Couzo Posted at 2017-01-11 17:38:33Z

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);
}

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