1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295
|
"""
=====================================================
Optimization and root finding (:mod:`scipy.optimize`)
=====================================================
.. currentmodule:: scipy.optimize
Optimization
============
Local Optimization
------------------
.. autosummary::
:toctree: generated/
minimize - Interface for minimizers of multivariate functions
minimize_scalar - Interface for minimizers of univariate functions
OptimizeResult - The optimization result returned by some optimizers
OptimizeWarning - The optimization encountered problems
The `minimize` function supports the following methods:
.. toctree::
optimize.minimize-neldermead
optimize.minimize-powell
optimize.minimize-cg
optimize.minimize-bfgs
optimize.minimize-newtoncg
optimize.minimize-lbfgsb
optimize.minimize-tnc
optimize.minimize-cobyla
optimize.minimize-slsqp
optimize.minimize-trustconstr
optimize.minimize-dogleg
optimize.minimize-trustncg
optimize.minimize-trustkrylov
optimize.minimize-trustexact
Constraints are passed to `minimize` function as a single object or
as a list of objects from the following classes:
.. autosummary::
:toctree: generated/
NonlinearConstraint - Class defining general nonlinear constraints.
LinearConstraint - Class defining general linear constraints.
Simple bound constraints are handled separately and there is a special class
for them:
.. autosummary::
:toctree: generated/
Bounds - Bound constraints.
Quasi-Newton strategies implementing `HessianUpdateStrategy`
interface can be used to approximate the Hessian in `minimize`
function (available only for the 'trust-constr' method). Available
quasi-Newton methods implementing this interface are:
.. autosummary::
:toctree: generated/
BFGS - Broyden-Fletcher-Goldfarb-Shanno (BFGS) Hessian update strategy.
SR1 - Symmetric-rank-1 Hessian update strategy.
The `minimize_scalar` function supports the following methods:
.. toctree::
optimize.minimize_scalar-brent
optimize.minimize_scalar-bounded
optimize.minimize_scalar-golden
The specific optimization method interfaces below in this subsection are
not recommended for use in new scripts; all of these methods are accessible
via a newer, more consistent interface provided by the functions above.
General-purpose multivariate methods:
.. autosummary::
:toctree: generated/
fmin - Nelder-Mead Simplex algorithm
fmin_powell - Powell's (modified) level set method
fmin_cg - Non-linear (Polak-Ribiere) conjugate gradient algorithm
fmin_bfgs - Quasi-Newton method (Broydon-Fletcher-Goldfarb-Shanno)
fmin_ncg - Line-search Newton Conjugate Gradient
Constrained multivariate methods:
.. autosummary::
:toctree: generated/
fmin_l_bfgs_b - Zhu, Byrd, and Nocedal's constrained optimizer
fmin_tnc - Truncated Newton code
fmin_cobyla - Constrained optimization by linear approximation
fmin_slsqp - Minimization using sequential least-squares programming
differential_evolution - stochastic minimization using differential evolution
Univariate (scalar) minimization methods:
.. autosummary::
:toctree: generated/
fminbound - Bounded minimization of a scalar function
brent - 1-D function minimization using Brent method
golden - 1-D function minimization using Golden Section method
Equation (Local) Minimizers
---------------------------
.. autosummary::
:toctree: generated/
leastsq - Minimize the sum of squares of M equations in N unknowns
least_squares - Feature-rich least-squares minimization.
nnls - Linear least-squares problem with non-negativity constraint
lsq_linear - Linear least-squares problem with bound constraints
Global Optimization
-------------------
.. autosummary::
:toctree: generated/
basinhopping - Basinhopping stochastic optimizer
brute - Brute force searching optimizer
differential_evolution - stochastic minimization using differential evolution
Rosenbrock function
-------------------
.. autosummary::
:toctree: generated/
rosen - The Rosenbrock function.
rosen_der - The derivative of the Rosenbrock function.
rosen_hess - The Hessian matrix of the Rosenbrock function.
rosen_hess_prod - Product of the Rosenbrock Hessian with a vector.
Fitting
=======
.. autosummary::
:toctree: generated/
curve_fit -- Fit curve to a set of points
Root finding
============
Scalar functions
----------------
.. autosummary::
:toctree: generated/
brentq - quadratic interpolation Brent method
brenth - Brent method, modified by Harris with hyperbolic extrapolation
ridder - Ridder's method
bisect - Bisection method
newton - Secant method or Newton's method
Fixed point finding:
.. autosummary::
:toctree: generated/
fixed_point - Single-variable fixed-point solver
Multidimensional
----------------
General nonlinear solvers:
.. autosummary::
:toctree: generated/
root - Unified interface for nonlinear solvers of multivariate functions
fsolve - Non-linear multi-variable equation solver
broyden1 - Broyden's first method
broyden2 - Broyden's second method
The `root` function supports the following methods:
.. toctree::
optimize.root-hybr
optimize.root-lm
optimize.root-broyden1
optimize.root-broyden2
optimize.root-anderson
optimize.root-linearmixing
optimize.root-diagbroyden
optimize.root-excitingmixing
optimize.root-krylov
optimize.root-dfsane
Large-scale nonlinear solvers:
.. autosummary::
:toctree: generated/
newton_krylov
anderson
Simple iterations:
.. autosummary::
:toctree: generated/
excitingmixing
linearmixing
diagbroyden
:mod:`Additional information on the nonlinear solvers <scipy.optimize.nonlin>`
Linear Programming
==================
General linear programming solver:
.. autosummary::
:toctree: generated/
linprog -- Unified interface for minimizers of linear programming problems
The `linprog` function supports the following methods:
.. toctree::
optimize.linprog-simplex
optimize.linprog-interior-point
The simplex method supports callback functions, such as:
.. autosummary::
:toctree: generated/
linprog_verbose_callback -- Sample callback function for linprog (simplex)
Assignment problems:
.. autosummary::
:toctree: generated/
linear_sum_assignment -- Solves the linear-sum assignment problem
Utilities
=========
.. autosummary::
:toctree: generated/
approx_fprime - Approximate the gradient of a scalar function
bracket - Bracket a minimum, given two starting points
check_grad - Check the supplied derivative using finite differences
line_search - Return a step that satisfies the strong Wolfe conditions
show_options - Show specific options optimization solvers
LbfgsInvHessProduct - Linear operator for L-BFGS approximate inverse Hessian
HessianUpdateStrategy - Interface for implementing Hessian update strategies
"""
from __future__ import division, print_function, absolute_import
from .optimize import *
from ._minimize import *
from ._root import *
from .minpack import *
from .zeros import *
from .lbfgsb import fmin_l_bfgs_b, LbfgsInvHessProduct
from .tnc import fmin_tnc
from .cobyla import fmin_cobyla
from .nonlin import *
from .slsqp import fmin_slsqp
from .nnls import nnls
from ._basinhopping import basinhopping
from ._linprog import linprog, linprog_verbose_callback
from ._hungarian import linear_sum_assignment
from ._differentialevolution import differential_evolution
from ._lsq import least_squares, lsq_linear
from ._constraints import (NonlinearConstraint,
LinearConstraint,
Bounds)
from ._hessian_update_strategy import HessianUpdateStrategy, BFGS, SR1
__all__ = [s for s in dir() if not s.startswith('_')]
from scipy._lib._testutils import PytestTester
test = PytestTester(__name__)
del PytestTester
|