Parallel global optimization of Hessian Lipschitz continuous functions.
Project description
oBB is an algorithm for the parallel global optimization of functions with Lipchitz continuous gradient or Hessian.
Documentation
HTML documentation is available at http://packages.python.org/oBB
Requirements
oBB requires the following software to be installed:
Python 2.6/2.7 or Python 3 (http://www.python.org/)
A working implementation of MPI-2 (e.g. OpenMPI, http://www.open-mpi.org/)
Additionally, the following python packages should be installed (these will be installed automatically if using pip, see Installation using pip):
NumPy 1.3.0 or higher (http://www.numpy.org/)
MPI for Python 1.3 or higher (http://mpi4py.scipy.org/)
CVXOPT 1.1.3 or higher (http://cvxopt.org/)
Optionally, matplotlib 1.1.0 or higher (http://www.matplotlib.org/) may be manually installed for visualising the algorithm in 2D.
Installation using pip
For easy installation, use pip (http://www.pip-installer.org/) as root:
$ [sudo] pip install --pre obb
or alternatively easy_install:
$ [sudo] easy_install obb
If you do not have root privileges or you want to install oBB for your private use, you can use:
$ pip install --pre --user obb
which will install oBB in your home directory.
Note that if an older install of oBB is present on your system you can use:
$ [sudo] pip install --pre --upgrade obb
to upgrade oBB to the latest version.
Manual installation
Alternatively, you can download the source code and unpack as follows:
$ wget http://pypi.python.org/packages/source/o/oBB/oBB-X.X.tar.gz $ tar -xzvf oBB-X.X.tar.gz $ cd oBB-X.X
and then build and install manually using:
$ python setup.py build $ [sudo] python setup.py install
If you do not have root privileges or you want to install oBB for your private use, you can use:
$ python setup.py install --user
instead.
Testing
oBB includes a command line test script to check that the installation was successfull. To run the test simply type the following into your shell:
$ test_obb
This will run oBB using MPI on one processor core for a simple 2D sum of sines problem.
Note that if using the MPICH implementation of MPI you first need to start an mpd daemon in the background:
$ mpd &
but this is not necessary for other MPI implementations, e.g. OpenMPI.
Uninstallation
If oBB was installed using pip you can uninstall as follows:
$ [sudo] pip uninstall obb
If oBB was installed manually you have to remove the installed files by hand (located in your python site-packages directory).
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