lbfgsb 0.1.0__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.
- lbfgsb-0.1.0/AUTHORS.rst +20 -0
- lbfgsb-0.1.0/CHANGELOG.rst +8 -0
- lbfgsb-0.1.0/CONTRIBUTING.rst +143 -0
- lbfgsb-0.1.0/LICENSE +21 -0
- lbfgsb-0.1.0/MANIFEST.in +11 -0
- lbfgsb-0.1.0/PKG-INFO +146 -0
- lbfgsb-0.1.0/README.rst +89 -0
- lbfgsb-0.1.0/docs/Makefile +20 -0
- lbfgsb-0.1.0/docs/build/html/_static/file.png +0 -0
- lbfgsb-0.1.0/docs/build/html/_static/minus.png +0 -0
- lbfgsb-0.1.0/docs/build/html/_static/plus.png +0 -0
- lbfgsb-0.1.0/docs/make.bat +36 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.base.clip2bounds.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.base.count_var_at_bounds.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.base.display_iter.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.base.display_iter_ensemble.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.base.display_results.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.base.display_start.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.base.get_bounds.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.base.projgr.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.base.projgr_ens.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.bfgsmats.bmv.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.bfgsmats.form_invMfactors.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.bfgsmats.update_X_and_G.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.bfgsmats.update_lbfgs_matrices.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.cauchy.get_cauchy_point.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.linesearch.line_search.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.linesearch.max_allowed_steplength.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.subspacemin.direct_primal_subspace_minimization.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.subspacemin.form_k_from_wm.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.subspacemin.form_k_from_xgza.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.subspacemin.formk.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/_autosummary/lbfgsb.subspacemin.freev.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.ackley.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.ackley_grad.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.base.rst +25 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.bfgsmats.rst +25 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.cauchy.rst +25 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.extract_hess_inv_diag.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.griewank.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.griewank_grad.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.linesearch.rst +25 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.minimize_lbfgsb.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.quartic.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.quartic_grad.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.rastrigin.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.rastrigin_grad.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.rosenbrock.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.rosenbrock_grad.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.scalar_function.rst +32 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.sphere.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.sphere_grad.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.styblinski_tang.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.styblinski_tang_grad.rst +12 -0
- lbfgsb-0.1.0/docs/sources/_autosummary/lbfgsb.subspacemin.rst +25 -0
- lbfgsb-0.1.0/docs/sources/_templates/autosummary/base.rst +11 -0
- lbfgsb-0.1.0/docs/sources/_templates/autosummary/class.rst +21 -0
- lbfgsb-0.1.0/docs/sources/_templates/autosummary/module.rst +56 -0
- lbfgsb-0.1.0/docs/sources/api_reference.rst +11 -0
- lbfgsb-0.1.0/docs/sources/authors.rst +1 -0
- lbfgsb-0.1.0/docs/sources/bibliography.rst +6 -0
- lbfgsb-0.1.0/docs/sources/changelog.rst +1 -0
- lbfgsb-0.1.0/docs/sources/conf.py +458 -0
- lbfgsb-0.1.0/docs/sources/contributing.rst +1 -0
- lbfgsb-0.1.0/docs/sources/index.rst +22 -0
- lbfgsb-0.1.0/docs/sources/installation.rst +51 -0
- lbfgsb-0.1.0/docs/sources/readme.rst +1 -0
- lbfgsb-0.1.0/docs/sources/usage.rst +10 -0
- lbfgsb-0.1.0/lbfgsb/__about__.py +5 -0
- lbfgsb-0.1.0/lbfgsb/__init__.py +136 -0
- lbfgsb-0.1.0/lbfgsb/base.py +297 -0
- lbfgsb-0.1.0/lbfgsb/benchmarks.py +308 -0
- lbfgsb-0.1.0/lbfgsb/bfgsmats.py +278 -0
- lbfgsb-0.1.0/lbfgsb/cauchy.py +262 -0
- lbfgsb-0.1.0/lbfgsb/linesearch.py +258 -0
- lbfgsb-0.1.0/lbfgsb/main.py +631 -0
- lbfgsb-0.1.0/lbfgsb/scalar_function.py +268 -0
- lbfgsb-0.1.0/lbfgsb/subspacemin.py +451 -0
- lbfgsb-0.1.0/lbfgsb/types.py +7 -0
- lbfgsb-0.1.0/lbfgsb/utils.py +33 -0
- lbfgsb-0.1.0/lbfgsb.egg-info/PKG-INFO +146 -0
- lbfgsb-0.1.0/lbfgsb.egg-info/SOURCES.txt +96 -0
- lbfgsb-0.1.0/lbfgsb.egg-info/dependency_links.txt +1 -0
- lbfgsb-0.1.0/lbfgsb.egg-info/not-zip-safe +1 -0
- lbfgsb-0.1.0/lbfgsb.egg-info/requires.txt +2 -0
- lbfgsb-0.1.0/lbfgsb.egg-info/top_level.txt +2 -0
- lbfgsb-0.1.0/pyproject.toml +61 -0
- lbfgsb-0.1.0/setup.cfg +62 -0
- lbfgsb-0.1.0/tests/__init__.py +1 -0
- lbfgsb-0.1.0/tests/test_base.py +0 -0
- lbfgsb-0.1.0/tests/test_benchmarks.py +42 -0
- lbfgsb-0.1.0/tests/test_bfgsmats.py +0 -0
- lbfgsb-0.1.0/tests/test_cauchy.py +0 -0
- lbfgsb-0.1.0/tests/test_main.py +174 -0
- lbfgsb-0.1.0/tests/test_scalar_function.py +0 -0
- lbfgsb-0.1.0/tests/test_subspacemin.py +0 -0
- lbfgsb-0.1.0/tests/test_utils.py +54 -0
lbfgsb-0.1.0/AUTHORS.rst
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=======
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Credits
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=======
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This demonstrator project was initiated as part of Antoine COLLET's thesis (add ref)
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between 2020 and 2024. Although the current version of the LBFGSB code was written
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in its entirety by Antoine COLLET, Irina SIN and Hervé CHAURIS, researchers
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at the Ecole des Mines de Paris and supervisors for this work, are the writters of the
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initial prototype (2020) and significantly contributed to the scientific content
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and to the derivation of the equations.
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Development Lead
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----------------
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* Antoine Collet <antoine.collet5@gmail.com>
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Contributors
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------------
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None yet. Why not be the first?
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.. highlight:: shell
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============
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Contributing
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============
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Contributions are welcome and greatly appreciated! Every little bit helps, and credit will always be given.
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You can contribute in many ways:
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Types of Contributions
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----------------------
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Reporting of Bugs and Defects
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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
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A defect is any variance between actual and expected result, this can include bugs in the code or defects in the documentation or visualization.
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Please report defects to the `the GitLab Tracker <https://github.com/antoinecollet5/lbfgsb/issues>`_
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using the **Defect** description template.
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`Merge Request Guidelines`_ for details on best developmental practices.
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Features
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~~~~~~~~
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If you wish to propose a feature, please file an issue on `the GitLab Tracker <https://github.com/antoinecollet5/lbfgsb/issues>`_ using the **Feature** description template. Community members will help refine and design your idea until it is ready for implementation.
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Via these early reviews, we hope to steer contributors away from producing work outside of the project boundaries.
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Please see the `Merge Request Guidelines`_ for details on best developmental practices.
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Documentation
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~~~~~~~~~~~~~
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Python Reactive Transport Inversion Demonstrator could always use more documentation, whether as part of the official Python Reactive Transport Inversion Demonstrator docs, in docstrings, tutorials and even on the web in blog posts, articles and such.
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For docstrings, please use the `numpy docstring format <https://numpydoc.readthedocs.io/en/latest/format.html>`_.
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Working on issues
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------------------
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After an issue is created, the progress of the issues is tracked on the `GitHub issue board <https://github.com/antoinecollet5/lbfgsb/pulse>`_.
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The maintainers will update the state using `labels <https://github.com/antoinecollet5/lbfgsblabels>`_ .
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Once an issue is ready for review a Merge Request can be opened.
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Merge Request Guidelines
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--------------------------
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Please make merge requests into the *develop* branch (not the *master* branch). Each request should be self-contained and address a single issue on the tracker.
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Before you submit a merge request, check that it meets these guidelines:
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1. New code should be fully tested; running pytest in coverage mode can help identify gaps.
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2. Documentation is updated, this includes docstrings and any necessary changes to existing tutorials, user documentation and so forth. We use the `numpy docstring format <https://numpydoc.readthedocs.io/en/latest/format.html>`_.
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3. The CI pipelines should pass for all merge requests.
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- Check the status of the pipelines, the status is also reported in the merge request.
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- flake8 linter should pass.
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- No degradation in code coverage.
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- Documentation should build.
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4. Ensure your merge request contains a clear description of the changes made and how it addresses the issue. If useful, add a screenshot to showcase your work to facilitate an easier review.
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Congratulations! The maintainers will now review your work and suggest any necessary changes.
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If no changes are required, a maintainer will "approve" the review.
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If you are
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Thank you very much
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for your hard work in improving Python Reactive Transport Inversion Demonstrator.
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Setting up lbfgsb for local development
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---------------------------------------
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Ready to contribute? Here's how to set up `Python Reactive Transport Inversion Demonstrator` for local development.
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1. Fork the `lbfgsb` repo on GitLab.
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2. Clone your fork locally::
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$ git clone git@github.com:your_name_here/lbfgsb.git
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3. Install your local copy into a virtualenv. Assuming you have virtualenvwrapper installed, this is how you set up your fork for local development::
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$ mkvirtualenv lbfgsb
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$ cd lbfgsb/
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$ pip install -e .
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$ pip install -r requirements_dev.txt
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4. Create a branch for local development::
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Now you can make your changes locally.
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5. When you're done making changes, check that your changes pass flake8, the tests and have test coverage::
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If you have worked on documentation instead of code you may want to preview how your docs look locally.
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You can build the docs locally using:
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.. code-block:: shell
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The docs will be located in `lbfgsb/docs/_build`.
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$ git push origin name-of-your-bugfix-or-feature
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7. Submit a merge request through the GitLab website.
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.. tip:: Autobuild documentation
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If you are working on documentation it can be useful to automatically rebuild
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the docs after every change. This can be done using the `sphinx-autobuild`
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package. Through the following command:
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The documentation will then be hosted on `localhost:8000`
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.. tip:: Running parts of the test suite
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To run only parts of the test suite, specify the folder in which to look for
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tests as an argument to pytest. The following example
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will look for tests located in the tests/measurement directory and report test coverage of the lbfgsb/measurement module.
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lbfgsb-0.1.0/LICENSE
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MIT License
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Copyright (c) 2024 Antoine COLLET
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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lbfgsb-0.1.0/MANIFEST.in
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include AUTHORS.rst
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include CONTRIBUTING.rst
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include CHANGELOG.rst
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include LICENSE
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include README.rst
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recursive-include tests *
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recursive-exclude * __pycache__
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recursive-exclude * *.py[co]
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recursive-include docs *.rst conf.py Makefile make.bat *.jpg *.png *.gif
|
lbfgsb-0.1.0/PKG-INFO
ADDED
|
@@ -0,0 +1,146 @@
|
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|
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Metadata-Version: 2.1
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|
2
|
+
Name: lbfgsb
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3
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+
Version: 0.1.0
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|
4
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+
Summary: Reactive Transport Inversion demonstrator written in Python.
|
|
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|
+
Home-page: https://github.com/antoinecollet5/lbfgsb
|
|
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|
+
Author: attr: lbfgsb.__author__
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|
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|
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Author-email: antoinecollet5@gmail.com
|
|
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|
+
License: MIT license
|
|
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|
+
Keywords: Inversion,Gradient descent,Reactive transport,Parameters estimation,Adjoint State,Demonstrator
|
|
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|
+
Classifier: Development Status :: 2 - Pre-Alpha
|
|
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|
+
Classifier: Intended Audience :: Developers
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|
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+
Classifier: License :: OSI Approved :: MIT License
|
|
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|
+
Classifier: Natural Language :: English
|
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|
+
Classifier: Programming Language :: Python :: 3
|
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Classifier: Programming Language :: Python :: 3.7
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Classifier: Programming Language :: Python :: 3.8
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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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+
Requires-Python: <4,>=3.7
|
|
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|
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License-File: LICENSE
|
|
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|
+
License-File: AUTHORS.rst
|
|
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|
+
Requires-Dist: importlib_metadata
|
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Requires-Dist: numpy
|
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======
|
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+
LBFGSB
|
|
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|
+
======
|
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30
|
+
|
|
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+
|License| |Stars| |Python| |PyPI| |Downloads| |Build Status| |Documentation Status| |Coverage| |Codacy| |Precommit: enabled| |Code style: black| |Ruff| |Mypy| |DOI|
|
|
32
|
+
|
|
33
|
+
A python impementation of the famous L-BFGS-B quasi-Newton solver [1].
|
|
34
|
+
|
|
35
|
+
This code is a python port of the famous implementation of Limited-memory
|
|
36
|
+
Broyden-Fletcher-Goldfarb-Shanno (L-BFGS), algorithm 778 written in Fortran [2,3]
|
|
37
|
+
(last update in 2011).
|
|
38
|
+
Note that this is not a wrapper like `minimize`` in scipy but a complete
|
|
39
|
+
reimplementation (pure python).
|
|
40
|
+
The original Fortran code can be found here: https://dl.acm.org/doi/10.1145/279232.279236
|
|
41
|
+
|
|
42
|
+
References
|
|
43
|
+
----------
|
|
44
|
+
[1] R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound
|
|
45
|
+
Constrained Optimization, (1995), SIAM Journal on Scientific and
|
|
46
|
+
Statistical Computing, 16, 5, pp. 1190-1208.
|
|
47
|
+
[2] C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B,
|
|
48
|
+
FORTRAN routines for large scale bound constrained optimization (1997),
|
|
49
|
+
ACM Transactions on Mathematical Software, 23, 4, pp. 550 - 560.
|
|
50
|
+
[3] J.L. Morales and J. Nocedal. L-BFGS-B: Remark on Algorithm 778: L-BFGS-B,
|
|
51
|
+
FORTRAN routines for large scale bound constrained optimization (2011),
|
|
52
|
+
ACM Transactions on Mathematical Software, 38, 1.
|
|
53
|
+
|
|
54
|
+
The aim of this reimplementation was threefold. First, familiarize ourselves with
|
|
55
|
+
the code, its logic and inner optimizations. Second, gain access to certain
|
|
56
|
+
parameters that are hard-coded in the Fortran code and cannot be modified (typically
|
|
57
|
+
wolfe conditions parameters for the line search). Third,
|
|
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|
+
implement additional functionalities that require significant modification of
|
|
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|
+
the code core.
|
|
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+
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* Free software: MIT license
|
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* Documentation: https://lbfgsb.readthedocs.io.
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.. |License| image:: https://img.shields.io/badge/License-MIT license-blue.svg
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|
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:target: https://github.com/antoinecollet5/lbfgsb/-/blob/master/LICENSE
|
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|
+
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|
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.. |Stars| image:: https://img.shields.io/github/stars/antoinecollet5/lbfgsb.svg?style=social&label=Star&maxAge=2592000
|
|
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|
+
:target: https://github.com/antoinecollet5/lbfgsb/stargazers
|
|
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|
+
:alt: Stars
|
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|
+
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|
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.. |Python| image:: https://img.shields.io/pypi/pyversions/lbfgsb.svg
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:target: https://pypi.org/pypi/lbfgsb
|
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|
+
:alt: Python
|
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|
+
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|
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.. |PyPI| image:: https://img.shields.io/pypi/v/lbfgsb.svg
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|
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:target: https://pypi.org/pypi/lbfgsb
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|
+
:alt: PyPI
|
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|
+
|
|
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|
+
.. |Downloads| image:: https://static.pepy.tech/badge/lbfgsb
|
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:target: https://pepy.tech/project/lbfgsb
|
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|
+
:alt: Downoads
|
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|
+
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|
+
.. |Build Status| image:: https://github.com/antoinecollet5/lbfgsb/actions/workflows/main.yml/badge.svg
|
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|
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:target: https://github.com/antoinecollet5/lbfgsb/actions/workflows/main.yml
|
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|
+
:alt: Build Status
|
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|
+
|
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|
+
.. |Documentation Status| image:: https://readthedocs.org/projects/lbfgsb/badge/?version=latest
|
|
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|
+
:target: https://lbfgsb.readthedocs.io/en/latest/?badge=latest
|
|
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|
+
:alt: Documentation Status
|
|
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|
+
|
|
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|
+
.. |Coverage| image:: https://codecov.io/gh/antoinecollet5/lbfgsb/branch/master/graph/badge.svg?token=ISE874MMOF
|
|
92
|
+
:target: https://codecov.io/gh/antoinecollet5/lbfgsb
|
|
93
|
+
:alt: Coverage
|
|
94
|
+
|
|
95
|
+
.. |Codacy| image:: https://app.codacy.com/project/badge/Grade/a3ad37554c5845e6a27e096e77dcca2f
|
|
96
|
+
:target: https://app.codacy.com/gh/antoinecollet5/lbfgsb/dashboard?utm_source=gh&utm_medium=referral&utm_content=&utm_campaign=Badge_grade
|
|
97
|
+
:alt: codacy
|
|
98
|
+
|
|
99
|
+
.. |Precommit: enabled| image:: https://img.shields.io/badge/pre--commit-enabled-brightgreen?logo=pre-commit
|
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|
+
:target: https://github.com/pre-commit/pre-commit
|
|
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|
+
|
|
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|
+
.. |Code style: black| image:: https://img.shields.io/badge/code%20style-black-000000.svg?style=flat
|
|
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|
+
:target: https://github.com/psf/black
|
|
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|
+
:alt: Black
|
|
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|
+
|
|
106
|
+
.. |Ruff| image:: https://img.shields.io/endpoint?url=https://raw.githubusercontent.com/astral-sh/ruff/main/assets/badge/v2.json
|
|
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|
+
:target: https://github.com/astral-sh/ruff
|
|
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|
+
:alt: Ruff
|
|
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|
+
|
|
110
|
+
.. |Mypy| image:: https://www.mypy-lang.org/static/mypy_badge.svg
|
|
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|
+
:target: https://mypy-lang.org/
|
|
112
|
+
:alt: Checked with mypy
|
|
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|
+
|
|
114
|
+
.. |DOI| image:: https://zenodo.org/badge/DOI/10.5281/zenodo.11384588.svg
|
|
115
|
+
:target: https://doi.org/10.5281/zenodo.11384588
|
|
116
|
+
|
|
117
|
+
==============
|
|
118
|
+
Changelog
|
|
119
|
+
==============
|
|
120
|
+
|
|
121
|
+
0.1.0 (2023-08-04)
|
|
122
|
+
------------------
|
|
123
|
+
|
|
124
|
+
* First release on PyPI.
|
|
125
|
+
|
|
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|
+
MIT License
|
|
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|
+
|
|
128
|
+
Copyright (c) 2024 Antoine COLLET
|
|
129
|
+
|
|
130
|
+
Permission is hereby granted, free of charge, to any person obtaining a copy
|
|
131
|
+
of this software and associated documentation files (the "Software"), to deal
|
|
132
|
+
in the Software without restriction, including without limitation the rights
|
|
133
|
+
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|
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|
+
copies of the Software, and to permit persons to whom the Software is
|
|
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|
+
furnished to do so, subject to the following conditions:
|
|
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|
+
|
|
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|
+
The above copyright notice and this permission notice shall be included in all
|
|
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|
+
copies or substantial portions of the Software.
|
|
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|
+
|
|
140
|
+
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
|
141
|
+
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
|
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|
+
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
|
143
|
+
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
|
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|
+
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
|
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|
+
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
|
146
|
+
SOFTWARE.
|
lbfgsb-0.1.0/README.rst
ADDED
|
@@ -0,0 +1,89 @@
|
|
|
1
|
+
======
|
|
2
|
+
LBFGSB
|
|
3
|
+
======
|
|
4
|
+
|
|
5
|
+
|License| |Stars| |Python| |PyPI| |Downloads| |Build Status| |Documentation Status| |Coverage| |Codacy| |Precommit: enabled| |Code style: black| |Ruff| |Mypy| |DOI|
|
|
6
|
+
|
|
7
|
+
A python impementation of the famous L-BFGS-B quasi-Newton solver [1].
|
|
8
|
+
|
|
9
|
+
This code is a python port of the famous implementation of Limited-memory
|
|
10
|
+
Broyden-Fletcher-Goldfarb-Shanno (L-BFGS), algorithm 778 written in Fortran [2,3]
|
|
11
|
+
(last update in 2011).
|
|
12
|
+
Note that this is not a wrapper like `minimize`` in scipy but a complete
|
|
13
|
+
reimplementation (pure python).
|
|
14
|
+
The original Fortran code can be found here: https://dl.acm.org/doi/10.1145/279232.279236
|
|
15
|
+
|
|
16
|
+
References
|
|
17
|
+
----------
|
|
18
|
+
[1] R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound
|
|
19
|
+
Constrained Optimization, (1995), SIAM Journal on Scientific and
|
|
20
|
+
Statistical Computing, 16, 5, pp. 1190-1208.
|
|
21
|
+
[2] C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B,
|
|
22
|
+
FORTRAN routines for large scale bound constrained optimization (1997),
|
|
23
|
+
ACM Transactions on Mathematical Software, 23, 4, pp. 550 - 560.
|
|
24
|
+
[3] J.L. Morales and J. Nocedal. L-BFGS-B: Remark on Algorithm 778: L-BFGS-B,
|
|
25
|
+
FORTRAN routines for large scale bound constrained optimization (2011),
|
|
26
|
+
ACM Transactions on Mathematical Software, 38, 1.
|
|
27
|
+
|
|
28
|
+
The aim of this reimplementation was threefold. First, familiarize ourselves with
|
|
29
|
+
the code, its logic and inner optimizations. Second, gain access to certain
|
|
30
|
+
parameters that are hard-coded in the Fortran code and cannot be modified (typically
|
|
31
|
+
wolfe conditions parameters for the line search). Third,
|
|
32
|
+
implement additional functionalities that require significant modification of
|
|
33
|
+
the code core.
|
|
34
|
+
|
|
35
|
+
* Free software: MIT license
|
|
36
|
+
* Documentation: https://lbfgsb.readthedocs.io.
|
|
37
|
+
|
|
38
|
+
.. |License| image:: https://img.shields.io/badge/License-MIT license-blue.svg
|
|
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|
+
:target: https://github.com/antoinecollet5/lbfgsb/-/blob/master/LICENSE
|
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|
+
|
|
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.. |Stars| image:: https://img.shields.io/github/stars/antoinecollet5/lbfgsb.svg?style=social&label=Star&maxAge=2592000
|
|
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|
+
:target: https://github.com/antoinecollet5/lbfgsb/stargazers
|
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|
+
:alt: Stars
|
|
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+
|
|
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.. |Python| image:: https://img.shields.io/pypi/pyversions/lbfgsb.svg
|
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:target: https://pypi.org/pypi/lbfgsb
|
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+
:alt: Python
|
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.. |PyPI| image:: https://img.shields.io/pypi/v/lbfgsb.svg
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:target: https://pypi.org/pypi/lbfgsb
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:alt: PyPI
|
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+
|
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|
+
.. |Downloads| image:: https://static.pepy.tech/badge/lbfgsb
|
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|
+
:target: https://pepy.tech/project/lbfgsb
|
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+
:alt: Downoads
|
|
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|
+
|
|
57
|
+
.. |Build Status| image:: https://github.com/antoinecollet5/lbfgsb/actions/workflows/main.yml/badge.svg
|
|
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|
+
:target: https://github.com/antoinecollet5/lbfgsb/actions/workflows/main.yml
|
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+
:alt: Build Status
|
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|
+
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+
.. |Documentation Status| image:: https://readthedocs.org/projects/lbfgsb/badge/?version=latest
|
|
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+
:target: https://lbfgsb.readthedocs.io/en/latest/?badge=latest
|
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|
+
:alt: Documentation Status
|
|
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|
+
|
|
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|
+
.. |Coverage| image:: https://codecov.io/gh/antoinecollet5/lbfgsb/branch/master/graph/badge.svg?token=ISE874MMOF
|
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:target: https://codecov.io/gh/antoinecollet5/lbfgsb
|
|
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|
+
:alt: Coverage
|
|
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|
+
|
|
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|
+
.. |Codacy| image:: https://app.codacy.com/project/badge/Grade/a3ad37554c5845e6a27e096e77dcca2f
|
|
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|
+
:target: https://app.codacy.com/gh/antoinecollet5/lbfgsb/dashboard?utm_source=gh&utm_medium=referral&utm_content=&utm_campaign=Badge_grade
|
|
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|
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:alt: codacy
|
|
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|
+
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|
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|
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.. |Precommit: enabled| image:: https://img.shields.io/badge/pre--commit-enabled-brightgreen?logo=pre-commit
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:target: https://github.com/pre-commit/pre-commit
|
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.. |Code style: black| image:: https://img.shields.io/badge/code%20style-black-000000.svg?style=flat
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:target: https://github.com/psf/black
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:alt: Black
|
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+
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|
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.. |Ruff| image:: https://img.shields.io/endpoint?url=https://raw.githubusercontent.com/astral-sh/ruff/main/assets/badge/v2.json
|
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+
:target: https://github.com/astral-sh/ruff
|
|
82
|
+
:alt: Ruff
|
|
83
|
+
|
|
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|
+
.. |Mypy| image:: https://www.mypy-lang.org/static/mypy_badge.svg
|
|
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|
+
:target: https://mypy-lang.org/
|
|
86
|
+
:alt: Checked with mypy
|
|
87
|
+
|
|
88
|
+
.. |DOI| image:: https://zenodo.org/badge/DOI/10.5281/zenodo.11384588.svg
|
|
89
|
+
:target: https://doi.org/10.5281/zenodo.11384588
|
|
@@ -0,0 +1,20 @@
|
|
|
1
|
+
# Minimal makefile for Sphinx documentation
|
|
2
|
+
#
|
|
3
|
+
|
|
4
|
+
# You can set these variables from the command line.
|
|
5
|
+
SPHINXOPTS =
|
|
6
|
+
SPHINXBUILD = python -msphinx
|
|
7
|
+
SPHINXPROJ = lbfgsb
|
|
8
|
+
SOURCEDIR = sources
|
|
9
|
+
BUILDDIR = build
|
|
10
|
+
|
|
11
|
+
# Put it first so that "make" without argument is like "make help".
|
|
12
|
+
help:
|
|
13
|
+
@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
|
|
14
|
+
|
|
15
|
+
.PHONY: help Makefile
|
|
16
|
+
|
|
17
|
+
# Catch-all target: route all unknown targets to Sphinx using the new
|
|
18
|
+
# "make mode" option. $(O) is meant as a shortcut for $(SPHINXOPTS).
|
|
19
|
+
%: Makefile
|
|
20
|
+
@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
|
|
Binary file
|
|
Binary file
|
|
Binary file
|
|
@@ -0,0 +1,36 @@
|
|
|
1
|
+
@ECHO OFF
|
|
2
|
+
|
|
3
|
+
pushd %~dp0
|
|
4
|
+
|
|
5
|
+
REM Command file for Sphinx documentation
|
|
6
|
+
|
|
7
|
+
if "%SPHINXBUILD%" == "" (
|
|
8
|
+
set SPHINXBUILD=python -msphinx
|
|
9
|
+
)
|
|
10
|
+
set SOURCEDIR=sources
|
|
11
|
+
set BUILDDIR=build
|
|
12
|
+
set SPHINXPROJ=lbfgsb
|
|
13
|
+
|
|
14
|
+
if "%1" == "" goto help
|
|
15
|
+
|
|
16
|
+
%SPHINXBUILD% >NUL 2>NUL
|
|
17
|
+
if errorlevel 9009 (
|
|
18
|
+
echo.
|
|
19
|
+
echo.The Sphinx module was not found. Make sure you have Sphinx installed,
|
|
20
|
+
echo.then set the SPHINXBUILD environment variable to point to the full
|
|
21
|
+
echo.path of the 'sphinx-build' executable. Alternatively you may add the
|
|
22
|
+
echo.Sphinx directory to PATH.
|
|
23
|
+
echo.
|
|
24
|
+
echo.If you don't have Sphinx installed, grab it from
|
|
25
|
+
echo.http://sphinx-doc.org/
|
|
26
|
+
exit /b 1
|
|
27
|
+
)
|
|
28
|
+
|
|
29
|
+
%SPHINXBUILD% -M %1 %SOURCEDIR% %BUILDDIR% %SPHINXOPTS%
|
|
30
|
+
goto end
|
|
31
|
+
|
|
32
|
+
:help
|
|
33
|
+
%SPHINXBUILD% -M help %SOURCEDIR% %BUILDDIR% %SPHINXOPTS%
|
|
34
|
+
|
|
35
|
+
:end
|
|
36
|
+
popd
|
|
@@ -0,0 +1,12 @@
|
|
|
1
|
+
..
|
|
2
|
+
Template for the html base rendering
|
|
3
|
+
|
|
4
|
+
Modified from
|
|
5
|
+
https://github.com/sphinx-doc/sphinx/tree/master/sphinx/ext/autosummary/templates/autosummary/base.rst
|
|
6
|
+
|
|
7
|
+
lbfgsb.base.clip2bounds
|
|
8
|
+
=======================
|
|
9
|
+
|
|
10
|
+
.. currentmodule:: lbfgsb.base
|
|
11
|
+
|
|
12
|
+
.. autofunction:: clip2bounds
|
|
@@ -0,0 +1,12 @@
|
|
|
1
|
+
..
|
|
2
|
+
Template for the html base rendering
|
|
3
|
+
|
|
4
|
+
Modified from
|
|
5
|
+
https://github.com/sphinx-doc/sphinx/tree/master/sphinx/ext/autosummary/templates/autosummary/base.rst
|
|
6
|
+
|
|
7
|
+
lbfgsb.base.count\_var\_at\_bounds
|
|
8
|
+
==================================
|
|
9
|
+
|
|
10
|
+
.. currentmodule:: lbfgsb.base
|
|
11
|
+
|
|
12
|
+
.. autofunction:: count_var_at_bounds
|
|
@@ -0,0 +1,12 @@
|
|
|
1
|
+
..
|
|
2
|
+
Template for the html base rendering
|
|
3
|
+
|
|
4
|
+
Modified from
|
|
5
|
+
https://github.com/sphinx-doc/sphinx/tree/master/sphinx/ext/autosummary/templates/autosummary/base.rst
|
|
6
|
+
|
|
7
|
+
lbfgsb.base.display\_iter
|
|
8
|
+
=========================
|
|
9
|
+
|
|
10
|
+
.. currentmodule:: lbfgsb.base
|
|
11
|
+
|
|
12
|
+
.. autofunction:: display_iter
|
|
@@ -0,0 +1,12 @@
|
|
|
1
|
+
..
|
|
2
|
+
Template for the html base rendering
|
|
3
|
+
|
|
4
|
+
Modified from
|
|
5
|
+
https://github.com/sphinx-doc/sphinx/tree/master/sphinx/ext/autosummary/templates/autosummary/base.rst
|
|
6
|
+
|
|
7
|
+
lbfgsb.base.display\_iter\_ensemble
|
|
8
|
+
===================================
|
|
9
|
+
|
|
10
|
+
.. currentmodule:: lbfgsb.base
|
|
11
|
+
|
|
12
|
+
.. autofunction:: display_iter_ensemble
|
|
@@ -0,0 +1,12 @@
|
|
|
1
|
+
..
|
|
2
|
+
Template for the html base rendering
|
|
3
|
+
|
|
4
|
+
Modified from
|
|
5
|
+
https://github.com/sphinx-doc/sphinx/tree/master/sphinx/ext/autosummary/templates/autosummary/base.rst
|
|
6
|
+
|
|
7
|
+
lbfgsb.base.display\_results
|
|
8
|
+
============================
|
|
9
|
+
|
|
10
|
+
.. currentmodule:: lbfgsb.base
|
|
11
|
+
|
|
12
|
+
.. autofunction:: display_results
|
|
@@ -0,0 +1,12 @@
|
|
|
1
|
+
..
|
|
2
|
+
Template for the html base rendering
|
|
3
|
+
|
|
4
|
+
Modified from
|
|
5
|
+
https://github.com/sphinx-doc/sphinx/tree/master/sphinx/ext/autosummary/templates/autosummary/base.rst
|
|
6
|
+
|
|
7
|
+
lbfgsb.base.display\_start
|
|
8
|
+
==========================
|
|
9
|
+
|
|
10
|
+
.. currentmodule:: lbfgsb.base
|
|
11
|
+
|
|
12
|
+
.. autofunction:: display_start
|
|
@@ -0,0 +1,12 @@
|
|
|
1
|
+
..
|
|
2
|
+
Template for the html base rendering
|
|
3
|
+
|
|
4
|
+
Modified from
|
|
5
|
+
https://github.com/sphinx-doc/sphinx/tree/master/sphinx/ext/autosummary/templates/autosummary/base.rst
|
|
6
|
+
|
|
7
|
+
lbfgsb.base.get\_bounds
|
|
8
|
+
=======================
|
|
9
|
+
|
|
10
|
+
.. currentmodule:: lbfgsb.base
|
|
11
|
+
|
|
12
|
+
.. autofunction:: get_bounds
|
|
@@ -0,0 +1,12 @@
|
|
|
1
|
+
..
|
|
2
|
+
Template for the html base rendering
|
|
3
|
+
|
|
4
|
+
Modified from
|
|
5
|
+
https://github.com/sphinx-doc/sphinx/tree/master/sphinx/ext/autosummary/templates/autosummary/base.rst
|
|
6
|
+
|
|
7
|
+
lbfgsb.base.projgr
|
|
8
|
+
==================
|
|
9
|
+
|
|
10
|
+
.. currentmodule:: lbfgsb.base
|
|
11
|
+
|
|
12
|
+
.. autofunction:: projgr
|
|
@@ -0,0 +1,12 @@
|
|
|
1
|
+
..
|
|
2
|
+
Template for the html base rendering
|
|
3
|
+
|
|
4
|
+
Modified from
|
|
5
|
+
https://github.com/sphinx-doc/sphinx/tree/master/sphinx/ext/autosummary/templates/autosummary/base.rst
|
|
6
|
+
|
|
7
|
+
lbfgsb.base.projgr\_ens
|
|
8
|
+
=======================
|
|
9
|
+
|
|
10
|
+
.. currentmodule:: lbfgsb.base
|
|
11
|
+
|
|
12
|
+
.. autofunction:: projgr_ens
|
|
@@ -0,0 +1,12 @@
|
|
|
1
|
+
..
|
|
2
|
+
Template for the html base rendering
|
|
3
|
+
|
|
4
|
+
Modified from
|
|
5
|
+
https://github.com/sphinx-doc/sphinx/tree/master/sphinx/ext/autosummary/templates/autosummary/base.rst
|
|
6
|
+
|
|
7
|
+
lbfgsb.bfgsmats.bmv
|
|
8
|
+
===================
|
|
9
|
+
|
|
10
|
+
.. currentmodule:: lbfgsb.bfgsmats
|
|
11
|
+
|
|
12
|
+
.. autofunction:: bmv
|
|
@@ -0,0 +1,12 @@
|
|
|
1
|
+
..
|
|
2
|
+
Template for the html base rendering
|
|
3
|
+
|
|
4
|
+
Modified from
|
|
5
|
+
https://github.com/sphinx-doc/sphinx/tree/master/sphinx/ext/autosummary/templates/autosummary/base.rst
|
|
6
|
+
|
|
7
|
+
lbfgsb.bfgsmats.form\_invMfactors
|
|
8
|
+
=================================
|
|
9
|
+
|
|
10
|
+
.. currentmodule:: lbfgsb.bfgsmats
|
|
11
|
+
|
|
12
|
+
.. autofunction:: form_invMfactors
|