minfx optimisation library - News: Minfx version 1.0.3.
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Minfx version 1.0.3.
Item posted by Edward d Auvergne <bugman> on Thu 27 Jan 2011 08:45:29 AM UTC.
Description
This release introduces a preliminary simulated annealing package based on scipy, and heavily modifies and improves the grid search algorithm.
Download
The new minfx version can be downloaded from http://download.gna.org/minfx/.
Full list of changes
Features
- Addition of the scipy anneal.py module for an initial and temporary implementation of simulated annealing.
- The grid search accepts an arbitrary list of points to allow a completely non-linear search.
- Addition of a minfx specific error system.
Changes
- Added support for constraints into grid_split(), points which violate the constraints are now eliminated prior to the grid subdivision.
- Added the grid_split() generator function. This takes a linear grid, converts it to a linear array of points, and then splits these returning each grid subdivision.
- The optimisation output is more consistent, the numpy array has been even better formatted.
- Modified the grid search to return a warning and to handle models with zero parameters.
- The output of generic_minimise() has been cleaned up - the numpy parameter is printed as a list.
- The optimisation output has been prettified - the numpy array has been better formatted.
- Modified the grid search print out to be prettier.
- Redesigned the grid search function. The grid_ops arg has been replaced by the more intuitive num_incs, lower and upper args from the number of increments, lower bound, and upper bound value lists respectively. The new incs argument has been added to allow custom non-linear grid searches. The new MinfxError system is now being used, and many arguments are being checked. The docstring has been converted to epydoc format.
- A MinfxError is now raised if the supplied minimisation algorithm cannot be identified.
- Removed the grid search option from the generic_minimise() function. The minimisation options are too messy and inflexible. The grid search should be preformed by direct calls to grid.grid().
- Modified the grid search print out to indicated the number of grid points used.
Bugfixes
- Print out fix for the grid search when the verbosity level was set great than 2.
- Fix for grid_split() for when the number of divisions is more than the total number of points.
- Bug fix for the catching of models with zero parameters.
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