DFO-LS 1.4.0__tar.gz → 1.5.0__tar.gz
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- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/DFO_LS.egg-info/PKG-INFO +49 -56
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/DFO_LS.egg-info/SOURCES.txt +2 -4
- dfo_ls-1.5.0/DFO_LS.egg-info/requires.txt +12 -0
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/PKG-INFO +49 -56
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/README.rst +22 -41
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/dfols/__init__.py +3 -3
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/dfols/controller.py +136 -45
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/dfols/model.py +46 -29
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/dfols/params.py +18 -2
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/dfols/solver.py +86 -58
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/dfols/trust_region.py +86 -7
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/dfols/util.py +20 -9
- dfo_ls-1.5.0/pyproject.toml +60 -0
- DFO-LS-1.4.0/DFO_LS.egg-info/requires.txt +0 -6
- DFO-LS-1.4.0/DFO_LS.egg-info/zip-safe +0 -1
- DFO-LS-1.4.0/dfols/version.py +0 -25
- DFO-LS-1.4.0/setup.py +0 -70
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/DFO_LS.egg-info/dependency_links.txt +0 -0
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/DFO_LS.egg-info/top_level.txt +0 -0
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/LICENSE.txt +0 -0
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/MANIFEST.in +0 -0
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/dfols/diagnostic_info.py +0 -0
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/dfols/hessian.py +0 -0
- {DFO-LS-1.4.0 → dfo_ls-1.5.0}/setup.cfg +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: License :: OSI Approved :: GNU General Public License v3 or later (GPLv3+)
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Description-Content-Type: text/x-rst
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License-File: LICENSE.txt
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===================================================
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DFO-LS: Derivative-Free Optimizer for Least-Squares
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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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Citation
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--------
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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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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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* SciPy 1.11 or higher (http://www.scipy.org/)
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* Pandas
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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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or alternatively *easy_install*:
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which will install DFO-LS in your home directory.
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$ pip install DFO-LS
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to upgrade DFO-LS to the latest version.
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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
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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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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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Project-URL: Homepage, https://github.com/numericalalgorithmsgroup/dfols
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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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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 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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