Algorithm Types of Available Minimizers
Least Squares (ls
):
{'bumps': ['lm-bumps', 'scipy-leastsq'],
'dfo': ['dfogn', 'dfols'],
'gradient_free': [],
'gsl': ['lmsder', 'lmder'],
'horace': ['lm-lsqr'],
'levmar': ['levmar'],
'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': [],
'ralfit': ['gn', 'hybrid', 'gn_reg', 'hybrid_reg'],
'scipy': [None],
'scipy_go': [None],
'scipy_ls': ['lm-scipy', 'trf', 'dogbox']}
Deriv-Free (deriv_free
):
{'bumps': ['amoeba', 'de'],
'dfo': ['dfogn', 'dfols'],
'gradient_free': ['HillClimbingOptimizer',
'RepulsingHillClimbingOptimizer',
'SimulatedAnnealingOptimizer',
'RandomSearchOptimizer',
'RandomRestartHillClimbingOptimizer',
'RandomAnnealingOptimizer',
'ParallelTemperingOptimizer',
'ParticleSwarmOptimizer',
'EvolutionStrategyOptimizer',
'BayesianOptimizer',
'TreeStructuredParzenEstimators',
'DecisionTreeOptimizer'],
'gsl': ['nmsimplex', 'nmsimplex2'],
'horace': ['lm-lsqr'],
'levmar': [],
'mantid': ['Simplex', 'FABADA'],
'matlab': ['Nelder-Mead Simplex'],
'matlab_curve': [],
'matlab_opt': [],
'matlab_stats': [],
'minuit': [],
'ralfit': [],
'scipy': ['Nelder-Mead', 'Powell'],
'scipy_go': ['differential_evolution'],
'scipy_ls': [None]}
General (general
):
{'bumps': ['amoeba', 'newton', 'de'],
'dfo': [],
'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': [],
'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': ['minuit'],
'ralfit': [],
'scipy': ['Nelder-Mead',
'Powell',
'CG',
'BFGS',
'Newton-CG',
'L-BFGS-B',
'TNC',
'SLSQP'],
'scipy_go': ['differential_evolution', 'shgo', 'dual_annealing'],
'scipy_ls': [None]}
Simplex (simplex
):
{'bumps': ['amoeba'],
'dfo': [],
'gradient_free': [],
'gsl': ['nmsimplex', 'nmsimplex2'],
'horace': [],
'levmar': [],
'mantid': ['Simplex'],
'matlab': ['Nelder-Mead Simplex'],
'matlab_curve': [],
'matlab_opt': [],
'matlab_stats': [],
'minuit': [],
'ralfit': [],
'scipy': ['Nelder-Mead'],
'scipy_go': [],
'scipy_ls': []}
Trust Region (trust_region
):
{'bumps': ['lm-bumps', 'scipy-leastsq'],
'dfo': ['dfols', 'dfogn'],
'gradient_free': [],
'gsl': ['lmder', 'lmsder'],
'horace': [],
'levmar': ['levmar'],
'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': [],
'ralfit': ['gn', 'hybrid'],
'scipy': [],
'scipy_go': [],
'scipy_ls': ['lm-scipy', 'trf', 'dogbox']}
Levenberg-Marquardt (levenberg-marquardt
):
{'bumps': ['lm-bumps', 'scipy-leastsq'],
'dfo': [],
'gradient_free': [],
'gsl': ['lmder', 'lmsder'],
'horace': ['lm-lsqr'],
'levmar': ['levmar'],
'mantid': ['Levenberg-Marquardt', 'Levenberg-MarquardtMD'],
'matlab': [],
'matlab_curve': ['Levenberg-Marquardt'],
'matlab_opt': ['levenberg-marquardt'],
'matlab_stats': ['Levenberg-Marquardt'],
'minuit': [],
'ralfit': ['gn', 'gn_reg'],
'scipy': [],
'scipy_go': [],
'scipy_ls': ['lm-scipy']}
Gauss Newton (gauss_newton
):
{'bumps': [],
'dfo': ['dfogn'],
'gradient_free': [],
'gsl': [],
'horace': [],
'levmar': [],
'mantid': ['Damped GaussNewton'],
'matlab': [],
'matlab_curve': [],
'matlab_opt': [],
'matlab_stats': [],
'minuit': [],
'ralfit': ['gn', 'gn_reg'],
'scipy': [],
'scipy_go': [],
'scipy_ls': []}
BFGS (bfgs
):
{'bumps': ['newton'],
'dfo': [],
'gradient_free': [],
'gsl': ['vector_bfgs', 'vector_bfgs2'],
'horace': [],
'levmar': [],
'mantid': ['BFGS'],
'matlab': [],
'matlab_curve': [],
'matlab_opt': [],
'matlab_stats': [],
'minuit': [],
'ralfit': [],
'scipy': ['BFGS', 'L-BFGS-B'],
'scipy_go': [],
'scipy_ls': []}
Conjugate Gradient (conjugate_gradient
):
{'bumps': [],
'dfo': [],
'gradient_free': [],
'gsl': ['conjugate_fr', 'conjugate_pr'],
'horace': [],
'levmar': [],
'mantid': ['Conjugate gradient (Fletcher-Reeves imp.)',
'Conjugate gradient (Polak-Ribiere imp.)'],
'matlab': [],
'matlab_curve': [],
'matlab_opt': [],
'matlab_stats': [],
'minuit': [],
'ralfit': [],
'scipy': ['CG', 'Newton-CG', 'Powell'],
'scipy_go': [],
'scipy_ls': []}
Steepest Descent (steepest_descent
):
{'bumps': [],
'dfo': [],
'gradient_free': [],
'gsl': ['steepest_descent'],
'horace': [],
'levmar': [],
'mantid': ['SteepestDescent'],
'matlab': [],
'matlab_curve': [],
'matlab_opt': [],
'matlab_stats': [],
'minuit': [],
'ralfit': [],
'scipy': [],
'scipy_go': [],
'scipy_ls': []}
Global Optimization (global_optimization
):
{'bumps': ['de'],
'dfo': [],
'gradient_free': ['HillClimbingOptimizer',
'RepulsingHillClimbingOptimizer',
'SimulatedAnnealingOptimizer',
'RandomSearchOptimizer',
'RandomRestartHillClimbingOptimizer',
'RandomAnnealingOptimizer',
'ParallelTemperingOptimizer',
'ParticleSwarmOptimizer',
'EvolutionStrategyOptimizer',
'BayesianOptimizer',
'TreeStructuredParzenEstimators',
'DecisionTreeOptimizer'],
'gsl': [],
'horace': [],
'levmar': [],
'mantid': ['FABADA'],
'matlab': [],
'matlab_curve': [],
'matlab_opt': [],
'matlab_stats': [],
'minuit': [],
'ralfit': [],
'scipy': [],
'scipy_go': ['differential_evolution', 'shgo', 'dual_annealing'],
'scipy_ls': []}