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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).

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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