DFO-LS 1.2.1__py3-none-any.whl → 1.5.0__py3-none-any.whl
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- {DFO_LS-1.2.1.dist-info → DFO_LS-1.5.0.dist-info}/METADATA +66 -60
- DFO_LS-1.5.0.dist-info/RECORD +14 -0
- {DFO_LS-1.2.1.dist-info → DFO_LS-1.5.0.dist-info}/WHEEL +1 -1
- {DFO_LS-1.2.1.dist-info → DFO_LS-1.5.0.dist-info}/top_level.txt +0 -0
- dfols/__init__.py +4 -5
- dfols/controller.py +274 -59
- dfols/hessian.py +1 -1
- dfols/model.py +64 -33
- dfols/params.py +32 -2
- dfols/solver.py +156 -91
- dfols/trust_region.py +237 -7
- dfols/util.py +71 -10
- DFO_LS-1.2.1.dist-info/RECORD +0 -16
- DFO_LS-1.2.1.dist-info/zip-safe +0 -1
- dfols/version.py +0 -25
- {DFO_LS-1.2.1.dist-info → DFO_LS-1.5.0.dist-info}/LICENSE.txt +0 -0
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Metadata-Version: 2.1
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Name: DFO-LS
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Version: 1.
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Version: 1.5.0
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Summary: A flexible derivative-free solver for (bound constrained) nonlinear least-squares minimization
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Author-email: Lindon Roberts <lindon.roberts@sydney.edu.au>
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Maintainer-email: Lindon Roberts <lindon.roberts@sydney.edu.au>
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License: GPL-3.0-or-later
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Project-URL: Homepage, https://github.com/numericalalgorithmsgroup/dfols
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Project-URL: Download, https://github.com/numericalalgorithmsgroup/dfols/releases/
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Project-URL: Bug Tracker, https://github.com/numericalalgorithmsgroup/dfols/issues/
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Project-URL: Documentation, https://numericalalgorithmsgroup.github.io/dfols/
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Project-URL: Source Code, https://github.com/numericalalgorithmsgroup/dfols
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Keywords: mathematics,optimization,least squares,derivative free optimization,nonlinear least squares
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Classifier: Development Status :: 5 - Production/Stable
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Classifier: Environment :: Console
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Classifier: Framework :: IPython
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Classifier: Framework :: Jupyter
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Classifier: Intended Audience :: Financial and Insurance Industry
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Classifier: Intended Audience :: Science/Research
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Classifier: License :: OSI Approved :: GNU General Public License (
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Classifier: License :: OSI Approved :: GNU General Public License v3 or later (GPLv3+)
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Classifier: Operating System :: MacOS
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Classifier: Operating System :: Microsoft :: Windows
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Classifier: Operating System :: POSIX
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Classifier: Operating System :: Unix
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Classifier: Programming Language :: Python
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Classifier: Programming Language :: Python :: 2
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Classifier: Programming Language :: Python :: 3
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Classifier: Programming Language :: Python :: 3.9
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Classifier: Programming Language :: Python :: 3.10
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Classifier: Programming Language :: Python :: 3.11
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Classifier: Programming Language :: Python :: 3.12
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Classifier: Topic :: Scientific/Engineering
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Classifier: Topic :: Scientific/Engineering :: Mathematics
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Requires-Python: >=3.9
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Description-Content-Type: text/x-rst
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License-File: LICENSE.txt
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Requires-Dist: setuptools
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Requires-Dist: numpy
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Requires-Dist: scipy >=1.11
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Requires-Dist: pandas
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Provides-Extra: dev
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Requires-Dist: pytest ; extra == 'dev'
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Requires-Dist: Sphinx ; extra == 'dev'
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Requires-Dist: sphinx-rtd-theme ; extra == 'dev'
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Provides-Extra: trustregion
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Requires-Dist: trustregion
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Requires-Dist: trustregion >=1.1 ; extra == 'trustregion'
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===================================================
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DFO-LS: Derivative-Free Optimizer for Least-Squares
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===================================================
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.. image:: https://
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:target: https://
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.. image:: https://github.com/numericalalgorithmsgroup/dfols/actions/workflows/python_testing.yml/badge.svg
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:target: https://github.com/numericalalgorithmsgroup/dfols/actions
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:alt: Build Status
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.. image:: https://img.shields.io/badge/License-GPL%20v3-blue.svg
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.. image:: https://zenodo.org/badge/DOI/10.5281/zenodo.2630426.svg
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:target: https://doi.org/10.5281/zenodo.2630426
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:alt: DOI:10.5281/zenodo.2630426
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.. image:: https://static.pepy.tech/personalized-badge/dfo-ls?period=total&units=international_system&left_color=black&right_color=green&left_text=Downloads
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:target: https://pepy.tech/project/dfo-ls
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:alt: Total downloads
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DFO-LS is a flexible package for solving nonlinear least-squares minimization, without requiring derivatives of the objective. It is particularly useful when evaluations of the objective function are expensive and/or noisy. DFO-LS is more flexible version of `DFO-GN <https://github.com/numericalalgorithmsgroup/dfogn>`_.
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The main algorithm is described in our paper [1] below.
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If you are interested in solving general optimization problems (without a least-squares structure), you may wish to try `Py-BOBYQA <https://github.com/numericalalgorithmsgroup/pybobyqa>`_, which has many of the same features as DFO-LS.
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@@ -63,51 +78,51 @@ See manual.pdf or `here <https://numericalalgorithmsgroup.github.io/dfols/>`_.
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Citation
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--------
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The development of DFO-LS is outlined over several publications:
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1. C Cartis, J Fiala, B Marteau and L Roberts, `Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers <https://doi.org/10.1145/3338517>`_, *ACM Transactions on Mathematical Software*, 45:3 (2019), pp. 32:1-32:41 [`preprint arXiv 1804.00154 <https://arxiv.org/abs/1804.00154>`_] .
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2. M Hough and L Roberts, `Model-Based Derivative-Free Methods for Convex-Constrained Optimization <https://doi.org/10.1137/21M1460971>`_, *SIAM Journal on Optimization*, 21:4 (2022), pp. 2552-2579 [`preprint arXiv 2111.05443 <https://arxiv.org/abs/2111.05443>`_].
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3. Y Liu, K H Lam and L Roberts, `Black-box Optimization Algorithms for Regularized Least-squares Problems <http://arxiv.org/abs/2407.14915>`_, *arXiv preprint arXiv:arXiv:2407.14915*, 2024.
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If you use DFO-LS in a paper, please cite [1].
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If your problem has constraints, including bound constraints, please cite [1,2].
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If your problem includes a regularizer, please cite [1,3].
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Requirements
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------------
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DFO-LS requires the following software to be installed:
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* Python
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* Python 3.9 or higher (http://www.python.org/)
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Additionally, the following python packages should be installed (these will be installed automatically if using *pip*, see `Installation using pip`_):
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* NumPy
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* NumPy (http://www.numpy.org/)
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* SciPy version 1.11 or higher (http://www.scipy.org/)
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* Pandas (http://pandas.pydata.org/)
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**Optional package:** DFO-LS versions 1.2 and higher also support the `trustregion <https://github.com/lindonroberts/trust-region>`_ package for fast trust-region subproblem solutions. To install this, make sure you have a Fortran compiler (e.g. `gfortran <https://gcc.gnu.org/wiki/GFortran>`_) and NumPy installed, then run :code:`pip install trustregion`. You do not have to have trustregion installed for DFO-LS to work, and it is not installed by default.
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Installation using conda
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------------------------
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DFO-LS can be directly installed in Anaconda environments using `conda-forge <https://anaconda.org/conda-forge/dfo-ls>`_:
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$ conda install -c conda-forge dfo-ls
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Installation using pip
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----------------------
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For easy installation, use `pip <http://www.pip-installer.org/>`_ as root:
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To upgrade DFO-LS to the latest version, navigate to the top-level directory (i.e. the one containing :code:`pyproject.toml`) and rerun the installation using :code:`pip`, as above:
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Testing
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-------
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If you installed DFO-LS manually, you can test your installation using the pytest package:
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Alternatively, the HTML documentation provides some simple examples of how to run DFO-LS.
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Bugs
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----
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Please report any bugs using `GitHub's issue tracker <https://github.com/numericalalgorithmsgroup/dfols/issues>`_.
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License
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-------
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This algorithm is released under the GNU GPL license. Please `contact NAG <http://www.nag.com/content/worldwide-contact-information>`_ for alternative licensing.
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dfols/__init__.py,sha256=nMJ4G3JcmjQ82lYXV2ywxjHWQqd9nq7Ak6GIlrN70Tw,1605
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dfols/controller.py,sha256=gz4yGpk8KyfsWxrAkI8y69K5ckSHZ3Xdq0fEVFtIcPk,49925
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dfols/diagnostic_info.py,sha256=2kEUkL-MS4eDENUf1r2hOWsntP8OxMDKi_kyHmrC9V4,6081
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dfols/hessian.py,sha256=sExx4J4KoGwHItbthX2odosB2ONbQFvLdlcod7PIh4k,4262
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dfols/model.py,sha256=i-TcGNFAeYt4uu3R_-THTk2rOCDvgU_mcZQQXfE1ODA,19786
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dfols/params.py,sha256=GzJGO0TByH1X3B0NbLOCOqmYG8dRiKPKjjX7or_fOqI,18342
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dfols/solver.py,sha256=QUF84UYnSitvlpVssKLdcMF9e_zdA9qlZlg5e8IegeQ,63173
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dfols/trust_region.py,sha256=JbHLBDw7H88a3cIMuialh7kpMNGjL3Lp9JsjrBNpDWQ,28231
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dfols/util.py,sha256=efGVAKPb7YrHya1IOgyzacwa_h0u2jHHs5FhuxUlYDg,10282
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DFO_LS-1.5.0.dist-info/LICENSE.txt,sha256=jOtLnuWt7d5Hsx6XXB2QxzrSe2sWWh3NgMfFRetluQM,35147
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DFO_LS-1.5.0.dist-info/METADATA,sha256=JIQNs15kBtVr5_cA7JnXDbT-uQ06pqTd3RD_MRYmB7w,8069
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DFO_LS-1.5.0.dist-info/WHEEL,sha256=cVxcB9AmuTcXqmwrtPhNK88dr7IR_b6qagTj0UvIEbY,91
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DFO_LS-1.5.0.dist-info/top_level.txt,sha256=UfxRhaDN8HQx2_l17KbrDrERJ90OCN7VKkDMpYYbRLU,6
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DFO_LS-1.5.0.dist-info/RECORD,,
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File without changes
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dfols/__init__.py
CHANGED
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It solves the nonlinear least-squares problem:
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min_{x} f(x) = r1(x)**2 + ... + rm(x)**2,
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(optionally) subject to finitely many convex constraints,
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where each function ri(x) is differentiable, possibly nonconvex.
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# Ensure compatibility with Python 2
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# DFO-LS version
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__version__ = '1.5.0'
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# Main solver & exit flags
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from .solver import *
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__all__
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__all__ = ['solve']
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