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A collection of general-purpose optimization routines.
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fmin -- Nelder-Mead Simplex algorithm
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(uses only function calls)
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fmin_powell -- Powell's (modified) level set method (uses only
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fmin_cg -- Non-linear (Polak-Rubiere) conjugate gradient algorithm
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(can use function and gradient).
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fmin_bfgs -- Quasi-Newton method (can use function and gradient)
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fmin_ncg -- Line-search Newton Conjugate Gradient (can use
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function, gradient and hessian).
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leastsq -- Minimize the sum of squares of M equations in
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N unknowns given a starting estimate.
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Constrained Optimizers (multivariate)
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fmin_l_bfgs_b -- Zhu, Byrd, and Nocedal's L-BFGS-B constrained optimizer
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(if you use this please quote their papers -- see help)
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fmin_tnc -- Truncated Newton Code originally written by Stephen Nash and
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adapted to C by Jean-Sebastien Roy.
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fmin_cobyla -- Contrained Optimization BY Linear Approximation
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anneal -- Simulated Annealing
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brute -- Brute Force searching Optimizer
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Scalar function minimizers
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fminbound -- Bounded minimization of a scalar function.
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brent -- 1-D function minimization using Brent method.
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golden -- 1-D function minimization using Golden Section method
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bracket -- Bracket a minimum (given two starting points)
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Also a collection of general_purpose root-finding routines.
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fsolve -- Non-linear multi-variable equation solver.
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Scalar function solvers
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brentq -- quadratic interpolation Brent method
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brenth -- Brent method (modified by Harris with
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hyperbolic extrapolation)
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ridder -- Ridder's method
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bisect -- Bisection method
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newton -- Secant method or Newton's method
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fixed_point -- Single-variable fixed-point solver.
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line_search -- Return a step that satisfies the strong Wolfe conditions.
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check_grad -- Check the supplied derivative using finite difference