Package minfx

source code

This is the minfx optimisation library https://sourceforge.net/projects/minfx.

Version: 1.0.4

Submodules

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minfx.base_classes: Bases classes for the minfx optimisation library (https://sourceforge.net/projects/minfx).
minfx.bfgs: Quasi-Newton Broyden-Fletcher-Goldfarb-Shanno (BFGS) nonlinear optimization.
minfx.cauchy_point: Cauchy Point trust region nonlinear optimization.
minfx.constraint_linear: Linear inequality constraint functions and gradients.
minfx.coordinate_descent: Back-and-forth coordinate descent (CD) optimization.
minfx.dogleg: Dogleg trust region optimization.
minfx.errors: Module containing all of the MinfxError objects.
minfx.exact_trust_region: Exact trust region optimization.
minfx.fletcher_reeves_cg: Fletcher-Reeves conjugate gradient optimization.
minfx.generic: Generic minimisation function for easy access to all of the optimization algorithms.
minfx.grid: The grid search algorithm.
minfx.hessian_mods: The Hessian modification package.
- minfx.hessian_mods.cholesky_mod: Cholesky Hessian modification with added multiple of the identity.
- minfx.hessian_mods.eigenvalue: Eigenvalue Hessian modification.
- minfx.hessian_mods.gmw81: The Gill, Murray, and Wright (GMW) modified Cholesky Hessian modification algorithm.
- minfx.hessian_mods.gmw81_old: The Gill, Murray, and Wright (GMW) modified Cholesky Hessian modification algorithm.
- minfx.hessian_mods.se99: The Schnabel and Eskow (SE) revised modified Cholesky factorisation Hessian modification algorithm.
minfx.hestenes_stiefel_cg: Hestenes-Stiefel conjugate gradient optimization.
minfx.levenberg_marquardt: Levenberg-Marquardt optimization.
minfx.line_search: The line search algorithm package.
- minfx.line_search.backtrack: Backtracking line search algorithm.
- minfx.line_search.interpolate: Quadratic and cubic interpolation method.
- minfx.line_search.more_thuente: A line search algorithm from More and Thuente.
- minfx.line_search.nocedal_wright_interpol: A line search algorithm based on interpolation.
- minfx.line_search.nocedal_wright_wolfe: A line search algorithm implemented using the strong Wolfe conditions.
- minfx.line_search.test_functions: Testing functions.
minfx.log_barrier_function: Logarithmic barrier function optimization constraint algorithm.
minfx.method_of_multipliers: Method of multipliers or augmented Lagrangian method optimization constraint algorithm.
minfx.ncg: Line search Newton conjugate gradient optimization.
minfx.newton: Newton (or Newton-Raphson - NR) optimization.
minfx.polak_ribiere_cg: Polak-Ribiere conjugate gradient optimization.
minfx.polak_ribiere_plus_cg: Polak-Ribiere + conjugate gradient optimization.
minfx.simplex: Downhill simplex optimization.
minfx.steepest_descent: Steepest descent (SD) optimization.
minfx.steihaug_cg: Steihaug conjugate-gradient trust region optimization.

Variables

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__package__ = None
hash(x)

Imports: errors, hessian_mods, line_search, scipy_subset