Algorithm Types of Available Minimizers

Least Squares (ls):

{'bumps': ['lm-bumps', 'scipy-leastsq'],
 'ceres': ['Levenberg_Marquardt',
           'Dogleg',
           'BFGS',
           'LBFGS',
           'steepest_descent',
           'Fletcher_Reeves',
           'Polak_Ribiere',
           'Hestenes_Stiefel'],
 'dfo': ['dfogn', 'dfols'],
 'gofit': ['alternating', 'multistart', 'regularisation'],
 'gradient_free': [],
 'gsl': ['lmsder', 'lmder'],
 'horace': ['lm-lsqr'],
 'levmar': ['levmar'],
 'lmfit': ['least_squares', 'leastsq'],
 'mantid': ['Levenberg-Marquardt',
            'Levenberg-MarquardtMD',
            'Trust Region',
            'FABADA'],
 'matlab': [],
 'matlab_curve': ['Trust-Region', 'Levenberg-Marquardt'],
 'matlab_opt': ['levenberg-marquardt', 'trust-region-reflective'],
 'matlab_stats': ['Levenberg-Marquardt'],
 'minuit': [],
 'nlopt': [],
 'paramonte': [],
 'ralfit': ['gn',
            'hybrid',
            'newton',
            'newton-tensor',
            'gn_reg',
            'hybrid_reg',
            'newton_reg',
            'newton-tensor_reg'],
 'scipy': [None],
 'scipy_go': [None],
 'scipy_ls': ['lm-scipy', 'trf', 'dogbox'],
 'theseus': ['Levenberg_Marquardt', 'Gauss-Newton']}

Deriv-Free (deriv_free):

{'bumps': ['amoeba', 'de'],
 'ceres': [],
 'dfo': ['dfogn', 'dfols'],
 'gofit': [],
 'gradient_free': ['HillClimbingOptimizer',
                   'RepulsingHillClimbingOptimizer',
                   'SimulatedAnnealingOptimizer',
                   'RandomSearchOptimizer',
                   'RandomRestartHillClimbingOptimizer',
                   'RandomAnnealingOptimizer',
                   'ParallelTemperingOptimizer',
                   'ParticleSwarmOptimizer',
                   'EvolutionStrategyOptimizer',
                   'BayesianOptimizer',
                   'TreeStructuredParzenEstimators',
                   'DecisionTreeOptimizer'],
 'gsl': ['nmsimplex', 'nmsimplex2'],
 'horace': ['lm-lsqr'],
 'levmar': [],
 'lmfit': ['powell', 'cobyla', 'emcee', 'nelder', 'differential_evolution'],
 'mantid': ['Simplex', 'FABADA'],
 'matlab': ['Nelder-Mead Simplex'],
 'matlab_curve': [],
 'matlab_opt': [],
 'matlab_stats': [],
 'minuit': ['simplex'],
 'nlopt': ['LN_BOBYQA', 'LN_NEWUOA', 'LN_NEWUOA_BOUND', 'LN_PRAXIS'],
 'paramonte': [],
 'ralfit': [],
 'scipy': ['Nelder-Mead', 'Powell', 'COBYLA'],
 'scipy_go': ['differential_evolution'],
 'scipy_ls': [None],
 'theseus': []}

General (general):

{'bumps': ['amoeba', 'newton', 'de'],
 'ceres': [],
 'dfo': [],
 'gofit': [],
 'gradient_free': ['HillClimbingOptimizer',
                   'RepulsingHillClimbingOptimizer',
                   'SimulatedAnnealingOptimizer',
                   'RandomSearchOptimizer',
                   'RandomRestartHillClimbingOptimizer',
                   'RandomAnnealingOptimizer',
                   'ParallelTemperingOptimizer',
                   'ParticleSwarmOptimizer',
                   'EvolutionStrategyOptimizer',
                   'BayesianOptimizer',
                   'TreeStructuredParzenEstimators',
                   'DecisionTreeOptimizer'],
 'gsl': ['nmsimplex',
         'nmsimplex2',
         'conjugate_pr',
         'conjugate_fr',
         'vector_bfgs',
         'vector_bfgs2',
         'steepest_descent'],
 'horace': [],
 'levmar': [],
 'lmfit': ['nelder',
           'powell',
           'cg',
           'bfgs',
           'newton',
           'lbfgs',
           'tnc',
           'slsqp',
           'differential_evolution',
           'shgo',
           'dual_annealing'],
 'mantid': ['BFGS',
            'Conjugate gradient (Fletcher-Reeves imp.)',
            'Conjugate gradient (Polak-Ribiere imp.)',
            'Damped GaussNewton',
            'Simplex',
            'SteepestDescent'],
 'matlab': ['Nelder-Mead Simplex'],
 'matlab_curve': [],
 'matlab_opt': [],
 'matlab_stats': [],
 'minuit': ['migrad'],
 'nlopt': ['LD_SLSQP', 'LD_VAR2', 'LD_VAR1', 'AUGLAG', 'AUGLAG_EQ'],
 'paramonte': [],
 'ralfit': [],
 'scipy': ['Nelder-Mead',
           'Powell',
           'CG',
           'BFGS',
           'Newton-CG',
           'L-BFGS-B',
           'TNC',
           'SLSQP'],
 'scipy_go': ['differential_evolution', 'shgo', 'dual_annealing'],
 'scipy_ls': [None],
 'theseus': []}

Simplex (simplex):

{'bumps': ['amoeba'],
 'ceres': [],
 'dfo': [],
 'gofit': [],
 'gradient_free': [],
 'gsl': ['nmsimplex', 'nmsimplex2'],
 'horace': [],
 'levmar': [],
 'lmfit': ['nelder'],
 'mantid': ['Simplex'],
 'matlab': ['Nelder-Mead Simplex'],
 'matlab_curve': [],
 'matlab_opt': [],
 'matlab_stats': [],
 'minuit': ['simplex'],
 'nlopt': ['LN_NELDERMEAD', 'LN_SBPLX'],
 'paramonte': [],
 'ralfit': [],
 'scipy': ['Nelder-Mead'],
 'scipy_go': [],
 'scipy_ls': [],
 'theseus': []}

Trust Region (trust_region):

{'bumps': ['lm-bumps', 'scipy-leastsq'],
 'ceres': ['Levenberg_Marquardt', 'Dogleg'],
 'dfo': ['dfols', 'dfogn'],
 'gofit': [],
 'gradient_free': [],
 'gsl': ['lmder', 'lmsder'],
 'horace': [],
 'levmar': ['levmar'],
 'lmfit': ['least_squares',
           'trust-ncg',
           'trust-exact',
           'trust-krylov',
           'trust-constr',
           'dogleg'],
 'mantid': ['Trust Region', 'Levenberg-Marquardt', 'Levenberg-MarquardtMD'],
 'matlab': [],
 'matlab_curve': ['Trust-Region', 'Levenberg-Marquardt'],
 'matlab_opt': ['levenberg-marquardt', 'trust-region-reflective'],
 'matlab_stats': ['Levenberg-Marquardt'],
 'minuit': [],
 'nlopt': ['LN_COBYLA', 'LD_CCSAQ', 'LD_MMA'],
 'paramonte': [],
 'ralfit': ['gn', 'hybrid', 'newton', 'newton-tensor'],
 'scipy': ['trust-ncg',
           'trust-exact',
           'trust-krylov',
           'trust-constr',
           'dogleg'],
 'scipy_go': [],
 'scipy_ls': ['lm-scipy', 'trf', 'dogbox'],
 'theseus': []}

Levenberg-Marquardt (levenberg-marquardt):

{'bumps': ['lm-bumps', 'scipy-leastsq'],
 'ceres': [],
 'dfo': [],
 'gofit': ['regularisation'],
 'gradient_free': [],
 'gsl': ['lmder', 'lmsder'],
 'horace': ['lm-lsqr'],
 'levmar': ['levmar'],
 'lmfit': ['leastsq'],
 'mantid': ['Levenberg-Marquardt', 'Levenberg-MarquardtMD'],
 'matlab': [],
 'matlab_curve': ['Levenberg-Marquardt'],
 'matlab_opt': ['levenberg-marquardt'],
 'matlab_stats': ['Levenberg-Marquardt'],
 'minuit': [],
 'nlopt': [],
 'paramonte': [],
 'ralfit': ['gn', 'gn_reg'],
 'scipy': [],
 'scipy_go': [],
 'scipy_ls': ['lm-scipy'],
 'theseus': ['Levenberg_Marquardt']}

Gauss Newton (gauss_newton):

{'bumps': [],
 'ceres': [],
 'dfo': ['dfogn'],
 'gofit': ['regularisation'],
 'gradient_free': [],
 'gsl': [],
 'horace': [],
 'levmar': [],
 'lmfit': ['newton', 'tnc'],
 'mantid': ['Damped GaussNewton'],
 'matlab': [],
 'matlab_curve': [],
 'matlab_opt': [],
 'matlab_stats': [],
 'minuit': [],
 'nlopt': ['LD_TNEWTON_PRECOND_RESTART',
           'LD_TNEWTON_PRECOND',
           'LD_TNEWTON_RESTART',
           'LD_TNEWTON'],
 'paramonte': [],
 'ralfit': ['gn', 'gn_reg'],
 'scipy': [],
 'scipy_go': [],
 'scipy_ls': [],
 'theseus': ['Gauss-Newton']}

BFGS (bfgs):

{'bumps': ['newton'],
 'ceres': ['BFGS', 'LBFGS'],
 'dfo': [],
 'gofit': [],
 'gradient_free': [],
 'gsl': ['vector_bfgs', 'vector_bfgs2'],
 'horace': [],
 'levmar': [],
 'lmfit': ['lbfgsb', 'bfgs'],
 'mantid': ['BFGS'],
 'matlab': [],
 'matlab_curve': [],
 'matlab_opt': [],
 'matlab_stats': [],
 'minuit': [],
 'nlopt': ['LD_LBFGS'],
 'paramonte': [],
 'ralfit': [],
 'scipy': ['BFGS', 'L-BFGS-B'],
 'scipy_go': [],
 'scipy_ls': [],
 'theseus': []}

Conjugate Gradient (conjugate_gradient):

{'bumps': [],
 'ceres': ['Fletcher_Reeves', 'Polak_Ribiere', 'Hestenes_Stiefel'],
 'dfo': [],
 'gofit': [],
 'gradient_free': [],
 'gsl': ['conjugate_fr', 'conjugate_pr'],
 'horace': [],
 'levmar': [],
 'lmfit': ['cg', 'newton', 'powell'],
 'mantid': ['Conjugate gradient (Fletcher-Reeves imp.)',
            'Conjugate gradient (Polak-Ribiere imp.)'],
 'matlab': [],
 'matlab_curve': [],
 'matlab_opt': [],
 'matlab_stats': [],
 'minuit': [],
 'nlopt': ['LN_COBYLA'],
 'paramonte': [],
 'ralfit': [],
 'scipy': ['CG', 'Newton-CG', 'Powell'],
 'scipy_go': [],
 'scipy_ls': [],
 'theseus': []}

Steepest Descent (steepest_descent):

{'bumps': [],
 'ceres': ['steepest_descent'],
 'dfo': [],
 'gofit': [],
 'gradient_free': [],
 'gsl': ['steepest_descent'],
 'horace': [],
 'levmar': [],
 'lmfit': [],
 'mantid': ['SteepestDescent'],
 'matlab': [],
 'matlab_curve': [],
 'matlab_opt': [],
 'matlab_stats': [],
 'minuit': [],
 'nlopt': [],
 'paramonte': [],
 'ralfit': [],
 'scipy': [],
 'scipy_go': [],
 'scipy_ls': [],
 'theseus': []}

Global Optimization (global_optimization):

{'bumps': ['de'],
 'ceres': [],
 'dfo': [],
 'gofit': ['alternating', 'multistart'],
 'gradient_free': ['HillClimbingOptimizer',
                   'RepulsingHillClimbingOptimizer',
                   'SimulatedAnnealingOptimizer',
                   'RandomSearchOptimizer',
                   'RandomRestartHillClimbingOptimizer',
                   'RandomAnnealingOptimizer',
                   'ParallelTemperingOptimizer',
                   'ParticleSwarmOptimizer',
                   'EvolutionStrategyOptimizer',
                   'BayesianOptimizer',
                   'TreeStructuredParzenEstimators',
                   'DecisionTreeOptimizer'],
 'gsl': [],
 'horace': [],
 'levmar': [],
 'lmfit': ['differential_evolution', 'ampgo', 'shgo', 'dual_annealing'],
 'mantid': ['FABADA'],
 'matlab': [],
 'matlab_curve': [],
 'matlab_opt': [],
 'matlab_stats': [],
 'minuit': [],
 'nlopt': ['GN_DIRECT',
           'GN_DIRECT_L',
           'GN_DIRECT_L_RAND',
           'GNL_DIRECT_NOSCAL',
           'GN_DIRECT_L_NOSCAL',
           'GN_DIRECT_L_RAND_NOSCAL',
           'GN_ORIG_DIRECT',
           'GN_ORIG_DIRECT_L',
           'GN_CRS2_LM',
           'G_MLSL_LDS',
           'G_MLSL',
           'GD_STOGO',
           'GD_STOGO_RAND',
           'GN_AGS',
           'GN_ISRES'],
 'paramonte': [],
 'ralfit': [],
 'scipy': [],
 'scipy_go': ['differential_evolution', 'shgo', 'dual_annealing'],
 'scipy_ls': [],
 'theseus': []}

MCMC (MCMC):

{'bumps': ['dream'],
 'ceres': [],
 'dfo': [],
 'gofit': [],
 'gradient_free': [],
 'gsl': [],
 'horace': [],
 'levmar': [],
 'lmfit': [],
 'mantid': [],
 'matlab': [],
 'matlab_curve': [],
 'matlab_opt': [],
 'matlab_stats': [],
 'minuit': [],
 'nlopt': [],
 'paramonte': ['paraDram_sampler'],
 'ralfit': [],
 'scipy': [],
 'scipy_go': [],
 'scipy_ls': [],
 'theseus': []}