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.


  • 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 Nov 4 21:12:33 2007
License: Unknown!
Development Status: 6 - Mature


Latest News 
Minfx version 1.0.12.
     posted by bugman, Tue Oct 20 08:31:45 2015 - 0 replies


This is a release preparing for future numpy changes. From numpy >= 1.9, a FutureWarning is emitted whenever the comparison operators '==' and '!=' are used. The behaviour of the operators will change for numpy objects in the future, and therefore these were replaced with 'is' and 'is not'. ...

[Read more]
Minfx version 1.0.11.
     posted by bugman, Tue Sep 23 07:54:22 2014 - 0 replies


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 ...

[Read more]
Minfx version 1.0.10.
     posted by bugman, Mon Sep 1 15:50:32 2014 - 0 replies


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.


The new minfx version can be downloaded from ...

[Read more]
Minfx version 1.0.9.
     posted by bugman, Wed Jul 23 16:23:26 2014 - 0 replies


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


The new minfx version can be downloaded from ...

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