mainminfx optimisation library - Summary

 
 
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Id: #2434
System Name: minfx
Name: minfx optimisation library
Group Type: Programs

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The minfx project is a Python package for numerical optimisation, being a large collection of standard minimisation algorithms. The name minfx is simply a shortening of the mathematical expression min f(x).

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 algorithms

Step 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).

Constraint algorithms

All minimization methods can be constrained by the:

  • Method of Multipliers (also known as the Augmented Lagrangian).
  • Log-barrier method.

Projects using minfx

The following is a list of projects using the minfx library. If you would like your project added, please send a message to the minfx-devel mailing list.

  • relax - Molecular dynamics by NMR data analysis.

Registration Date: Sun 04 Nov 2007 09:12:33 PM UTC
License: GNU General Public License V2 or later
Development Status: 6 - Mature

 

Latest News 
Minfx version 1.0.11.
     posted by bugman, Tue 23 Sep 2014 07:54:22 AM UTC - 0 replies

Description

This is a major feature release. Finally infinite target function values are handled - when such values are encountered, the main optimisation loop is terminated. This also occurs in the main loop of the Method of Multipliers ...


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Minfx version 1.0.10.
     posted by bugman, Mon 01 Sep 2014 03:50:32 PM UTC - 0 replies

Description

This is a major feature release which adds the gradient and Hessian of the log-barrier constraint algorithm and fixes the grid search printouts when the verbosity level is high.

Download

The new minfx version can be downloaded from http://download.gna.org/minfx/. ...


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Minfx version 1.0.9.
     posted by bugman, Wed 23 Jul 2014 04:23:26 PM UTC - 0 replies

Description

This is a minor bugfix release which fixes the grid search splitting algorithm for parallelisation when only one grid point is present.

Download

The new minfx version can be downloaded from http://download.gna.org/minfx/. ...


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Minfx version 1.0.8.
     posted by bugman, Mon 14 Jul 2014 09:15:59 AM UTC - 0 replies

Description

This is a major feature and bugfix release which includes major fixes for the minfx.grid.grid_split() function when constraints are supplied and the addition of the new minfx.grid.grid_split_array() function.

= Download = ...


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