fitbenchmarking.cost_func.base_cost_func module

Implements the base class for the cost function class.

class fitbenchmarking.cost_func.base_cost_func.CostFunc(problem)

Bases: object

Base class for the cost functions.

abstract eval_cost(params, **kwargs)

Evaluate the cost function

Parameters

params (list) – The parameters to calculate residuals for

Returns

evaluated cost function

Return type

float

abstract hes_cost(params, **kwargs)

Uses the Hessian of the model to evaluate the Hessian of the cost function, $$\nabla_p^2 F(r(x,y,p))$$, at the given parameters.

Parameters

params (list) – The parameters at which to calculate Hessians

Returns

evaluated Hessian of the cost function

Return type

2D numpy array

abstract hes_res(params, **kwargs)

Uses the Hessian of the model to evaluate the Hessian of the cost function residual, $$\nabla_p^2 r(x,y,p)$$, at the given parameters.

Parameters

params (list) – The parameters at which to calculate Hessians

Returns

evaluated Hessian and Jacobian of the residual at

each x, y pair :rtype: tuple(list of 2D numpy arrays, list of 1D numpy arrays)

abstract jac_cost(params, **kwargs)

Uses the Jacobian of the model to evaluate the Jacobian of the cost function, $$\nabla_p F(r(x,y,p))$$, at the given parameters.

Parameters

params (list) – The parameters at which to calculate Jacobians

Returns

evaluated Jacobian of the cost function

Return type

1D numpy array

abstract jac_res(params, **kwargs)

Uses the Jacobian of the model to evaluate the Jacobian of the cost function residual, $$\nabla_p r(x,y,p)$$, at the given parameters.

Parameters

params (list) – The parameters at which to calculate Jacobians

Returns

evaluated Jacobian of the residual at each x, y pair

Return type

a list of 1D numpy arrays

validate_algorithm_type(algorithm_check, minimizer)

Helper function which checks that the algorithm type of the selected minimizer from the options (options.minimizer) is incompatible with the selected cost function

Parameters

algorithm_check – dictionary object containing algorithm

types and minimizers for selected software :type algorithm_check: dict :param minimizer: string of minimizers selected from the options :type minimizer: str