DFO-LS 1.3.0__tar.gz → 1.4.1__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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- DFO-LS-1.4.1/DFO_LS.egg-info/PKG-INFO +202 -0
- {DFO-LS-1.3.0 → DFO-LS-1.4.1}/DFO_LS.egg-info/SOURCES.txt +4 -4
- {DFO-LS-1.3.0 → DFO-LS-1.4.1}/DFO_LS.egg-info/dependency_links.txt +0 -0
- DFO-LS-1.4.1/DFO_LS.egg-info/requires.txt +12 -0
- {DFO-LS-1.3.0 → DFO-LS-1.4.1}/DFO_LS.egg-info/top_level.txt +0 -0
- DFO-LS-1.4.1/LICENSE.txt +674 -0
- DFO-LS-1.4.1/MANIFEST.in +1 -0
- DFO-LS-1.4.1/PKG-INFO +202 -0
- {DFO-LS-1.3.0 → DFO-LS-1.4.1}/README.rst +29 -12
- {DFO-LS-1.3.0 → DFO-LS-1.4.1}/dfols/__init__.py +3 -3
- {DFO-LS-1.3.0 → DFO-LS-1.4.1}/dfols/controller.py +5 -2
- {DFO-LS-1.3.0 → DFO-LS-1.4.1}/dfols/diagnostic_info.py +0 -0
- {DFO-LS-1.3.0 → DFO-LS-1.4.1}/dfols/hessian.py +0 -0
- {DFO-LS-1.3.0 → DFO-LS-1.4.1}/dfols/model.py +0 -0
- {DFO-LS-1.3.0 → DFO-LS-1.4.1}/dfols/params.py +0 -0
- {DFO-LS-1.3.0 → DFO-LS-1.4.1}/dfols/solver.py +11 -0
- {DFO-LS-1.3.0 → DFO-LS-1.4.1}/dfols/trust_region.py +0 -0
- {DFO-LS-1.3.0 → DFO-LS-1.4.1}/dfols/util.py +0 -0
- DFO-LS-1.4.1/pyproject.toml +60 -0
- {DFO-LS-1.3.0 → DFO-LS-1.4.1}/setup.cfg +0 -0
- DFO-LS-1.3.0/DFO_LS.egg-info/PKG-INFO +0 -170
- DFO-LS-1.3.0/DFO_LS.egg-info/requires.txt +0 -6
- DFO-LS-1.3.0/DFO_LS.egg-info/zip-safe +0 -1
- DFO-LS-1.3.0/PKG-INFO +0 -170
- DFO-LS-1.3.0/dfols/version.py +0 -25
- DFO-LS-1.3.0/setup.py +0 -70
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Metadata-Version: 2.1
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Name: DFO-LS
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Version: 1.4.1
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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 :: Science/Research
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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 :: Unix
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Classifier: Programming Language :: Python
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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>=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://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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:target: https://www.gnu.org/licenses/gpl-3.0
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:alt: GNU GPL v3 License
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.. image:: https://img.shields.io/pypi/v/DFO-LS.svg
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:target: https://pypi.python.org/pypi/DFO-LS
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:alt: Latest PyPI version
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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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This is an implementation of the algorithm from our paper: 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 <https://arxiv.org/abs/1804.00154>`_]. For reproducibility of all figures in this paper, please feel free to contact the authors.
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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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Documentation
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-------------
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See manual.pdf or `here <https://numericalalgorithmsgroup.github.io/dfols/>`_.
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Citation
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--------
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If you use DFO-LS in a paper, please cite:
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Cartis, C., Fiala, J., Marteau, B. and Roberts, L., `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.
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If you use DFO-LS for problems with constraints, including bound constraints, please also cite:
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Hough, M. and Roberts, L., `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.
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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 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 (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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.. code-block:: bash
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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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.. code-block:: bash
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$ [sudo] pip install DFO-LS
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or alternatively *easy_install*:
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.. code-block:: bash
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$ [sudo] easy_install DFO-LS
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If you do not have root privileges or you want to install DFO-LS for your private use, you can use:
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.. code-block:: bash
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$ pip install --user DFO-LS
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which will install DFO-LS in your home directory.
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Note that if an older install of DFO-LS is present on your system you can use:
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.. code-block:: bash
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$ [sudo] pip install --upgrade DFO-LS
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to upgrade DFO-LS to the latest version.
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Manual installation
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-------------------
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Alternatively, you can download the source code from `Github <https://github.com/numericalalgorithmsgroup/dfols>`_ and unpack as follows:
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$ git clone https://github.com/numericalalgorithmsgroup/dfols
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$ cd dfols
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DFO-LS is written in pure Python and requires no compilation. It can be installed using:
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$ [sudo] pip install .
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If you do not have root privileges or you want to install DFO-LS for your private use, you can use:
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$ pip install --user .
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instead.
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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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$ git pull
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$ [sudo] pip install . # with admin privileges
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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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$ pip install pytest
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$ python -m pytest --pyargs dfols
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Alternatively, the HTML documentation provides some simple examples of how to run DFO-LS.
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Examples
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--------
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Examples of how to run DFO-LS are given in the `documentation <https://numericalalgorithmsgroup.github.io/dfols/>`_, and the `examples <https://github.com/numericalalgorithmsgroup/dfols/tree/master/examples>`_ directory in Github.
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Uninstallation
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--------------
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If DFO-LS was installed using *pip* you can uninstall as follows:
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$ [sudo] pip uninstall DFO-LS
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If DFO-LS was installed manually you have to remove the installed files by hand (located in your python site-packages directory).
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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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LICENSE.txt
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MANIFEST.in
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README.rst
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dfols/__init__.py
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dfols/trust_region.py
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dfols/version.py
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dfols/util.py
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