python Trust Region Optimization
Project description
Fides - A python package for Trust Region Optimization
About Fides
Fides implements an Interior Trust Region Reflective for boundary constrained optimization problems based on the papers ColemanLi1994 and ColemanLi1996. Accordingly, Fides is named after the Roman goddess of trust and reliability.
Fides can be installed via pip install fides. Further documentation is
available at Read the Docs.
Features
- Boundary constrained and unconstrained interior trust-region optimization
- Reflective, truncated and optimization based boundary heuristics
- Exact, 2D and CG subproblem solvers
- BFGS, DFP, SR1, Broyden (good and bad) and Broyden class iterative Hessian Approximation schemes
- SSM, TSSM, FX, GNSBFGS and custom hybrid Hessian Approximations schemes
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