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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).

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 1.0.5.
     posted by bugman, Mon 27 May 2013 08:56:39 AM UTC - 0 replies

Description

This is a minor feature release with improved documentation and support for sparseness in the grid search algorithm.

Download

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

= Full list of changes = ...


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Minfx version 1.0.4.
     posted by bugman, Sat 09 Mar 2013 09:17:51 AM UTC - 0 replies

Description

This is a major feature release with Python 3 support and the addition of the logarithmic barrier augmented function constraint algorithm. All of the package, module, class, function, and method docstrings have been updated to ...


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Minfx version 1.0.3.
     posted by bugman, Thu 27 Jan 2011 08:45:29 AM UTC - 0 replies

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/. ...


[Read more]
minfx version 1.0.2.
     posted by bugman, Thu 30 Jul 2009 01:22:06 PM UTC - 0 replies

Description

This is a minor feature release adding support for Python 2.6 and removing a rare optimisation bug in the backtracking step selection subalgorithm.

Download

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


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