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': []}