Py-BOBYQA 1.0.1

A flexible derivative-free solver for (bound constrained) general objective minimization

Py-BOBYQA is a flexible package for solving bound-constrained general objective minimization, without requiring derivatives of the objective. It is a Python implementation of the BOBYQA algorithm by Powell. Py-BOBYQA is particularly useful when evaluations of the objective function are expensive and/or noisy.

More details about Py-BOBYQA can be found in our paper: C. Cartis, J. Fiala, B. Marteau and L. Roberts, Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers, technical report, University of Oxford, (2018).

The original paper by Powell is: M. J. D. Powell, The BOBYQA algorithm for bound constrained optimization without derivatives, technical report DAMTP 2009/NA06, University of Cambridge (2009), and the original Fortran implementation is available here.

If you are interested in solving least-squares minimization problems, you may wish to try DFO-LS, which has the same features as Py-BOBYQA (plus some more), and exploits the least-squares problem structure, so performs better on such problems.

Documentation

See manual.pdf or here.

Requirements

Py-BOBYQA requires the following software to be installed:

• Python 2.7 or Python 3 (http://www.python.org/)

Additionally, the following python packages should be installed (these will be installed automatically if using pip, see Installation using pip):

• NumPy 1.11 or higher (http://www.numpy.org/)

• SciPy 0.18 or higher (http://www.scipy.org/)

• Pandas 0.17 or higher (http://pandas.pydata.org/)

Installation using pip

For easy installation, use pip as root:

$ [sudo] pip install Py-BOBYQA

or alternatively easy_install:

$ [sudo] easy_install Py-BOBYQA

If you do not have root privileges or you want to install Py-BOBYQA for your private use, you can use:

$ pip install --user Py-BOBYQA

which will install Py-BOBYQA in your home directory.

Note that if an older install of Py-BOBYQA is present on your system you can use:

$ [sudo] pip install --upgrade Py-BOBYQA

to upgrade Py-BOBYQA to the latest version.

Manual installation

Alternatively, you can download the source code from Github and unpack as follows:

$ git clone https://github.com/numericalalgorithmsgroup/pybobyqa
$ cd pybobyqa

Py-BOBYQA is written in pure Python and requires no compilation. It can be installed using:

$ [sudo] pip install .

If you do not have root privileges or you want to install Py-BOBYQA for your private use, you can use:

$ pip install --user .

instead.

Testing

If you installed Py-BOBYQA manually, you can test your installation by running:

$ python setup.py test

Alternatively, the HTML documentation provides some simple examples of how to run Py-BOBYQA.

Examples

Examples of how to run Py-BOBYQA are given in the documentation, and the examples directory in Github.

Uninstallation

If Py-BOBYQA was installed using pip you can uninstall as follows:

$ [sudo] pip uninstall Py-BOBYQA

If Py-BOBYQA was installed manually you have to remove the installed files by hand (located in your python site-packages directory).

Bugs

Please report any bugs using GitHub’s issue tracker.

License

This algorithm is released under the GNU GPL license.