minfx

The minfx project is a Python package for numerical optimisation, being a large collection of standard minimisation algorithms. This includes the line search methods: steepest descent, back-and-forth coordinate descent, quasi-Newton BFGS, Newton, Newton-CG; the trust-region methods: Cauchy point, dogleg, CG-Steihaug, exact trust region; the conjugate gradient methods: Fletcher-Reeves, Polak-Ribiere, Polak-Ribiere +, Hestenes-Stiefel; the miscellaneous methods: Grid search, Simplex, Levenberg-Marquardt; and the augmented function constraint algorithms: logarithmic barrier and method of multipliers (or augmented Lagrangian method).

Tags

algorithm conjugate_gradient library line_search local_optimisation minimisation minimization nonlinear numerical optimisation optimization python trust_region