minfx A Python package for numerical optimisation, being a large collection of minimization algorithms.
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optimization numerical numerical optimization minimization algorithms conjugate gradient minimization

minfx Description

A Python package for numerical optimisation, being a large collection of minimization algorithms. minfx project is a python package for numerical optimization, being a large collection of minimization algorithms.Local optimization algorithms· Line search methods· Steepest descent. · Back-and-forth coordinate descent. · Quasi-Newton BFGS. · Newton. · Newton-CG. Trust-region methods· Cauchy point. · Dogleg. · CG-Steihaug. · Exact trust region. Conjugate gradient methods· Fletcher-Reeves. · Polak-Ribiere. · Polak-Ribiere +. · Hestenes-Stiefel. Miscellaneous· Grid search. · Simplex. · Levenberg-Marquardt. Auxiliary algorithmsStep selection subalgorithms· Backtracking line search. · Nocedal and Wright interpolation based line search. · Nocedal and Wright line search for the Wolfe conditions. · More and Thuente line search. Hessian modifications· Eigenvalue modification. · Cholesky with added multiple of the identity. · Gill, Murray, and Wright modified Cholesky algorithm (GMW81). · The Schnabel and Eskow 1999 algorithm (SE99). What's New in This Release: · This release involves the inevitable switch from Numeric python to numpy, a few improvements in how missing gradients and models with no parameters are handled, and a switch from GPLv2 to GPLv3.

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