A Python package for general minimization, where derivatives are not available, using random subspaces. For a description of this algorithm, see this paper.
For lower-dimensional problems, consider using the more actively maintained Py-BOBYQA.
Citation
If you use RSDFO-Q in an academic work, please cite the following paper:
C. Cartis and L. Roberts, Randomized Subspace Derivative-Free Optimization with Quadratic Models and Second-Order Convergence. Optimization Methods and Software, to appear.
A preprint version of this paper can be found on arXiv.
Installation
You can install RSDFO-Q by cloning this repository and installing with pip:
$ git clone https://github.com/lindonroberts/rsdfoq.git
$ cd rsdfoq
$ ls <-- check for pyproject.toml
$ pip install -e .
RSDFO-Q requires NumPy, SciPy and pandas, but these will be installed automatically if they are not already available.
Usage
Examples for how to use RSDFO-Q may be found in the examples directory.
Metadata
Release files for rsdfoq 1.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| rsdfoq-1.0.tar.gz | 39.2 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| rsdfoq-1.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 84.2 kB
Release files / rsdfoq-1.0.tar.gz
| Download URL | rsdfoq-1.0.tar.gz |
|---|---|
| Size | 39.2 kB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
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Transparency logRelease files / rsdfoq-1.0-py3-none-any.whl
| Download URL | rsdfoq-1.0-py3-none-any.whl |
|---|---|
| Size | 45.0 kB |
| Tags | Python 3 |
|
SHA-256 checksum How to use checksums |
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| Uploaded via |
twine/6.1.0 CPython/3.13.7
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