Skip to main content

Simplicial homology global optimisation

Project description

https://travis-ci.org/Stefan-Endres/shgo.svg?branch=master https://coveralls.io/repos/github/Stefan-Endres/shgo/badge.png?branch=master

Repository: https://github.com/Stefan-Endres/shgo

Description

Finds the global minimum of a function using simplicial homology global optimisation (shgo). Appropriate for solving general purpose NLP and blackbox optimisation problems to global optimality (low dimensional problems). The general form of an optimisation problem is given by:

minimize f(x) subject to

g_i(x) >= 0,  i = 1,...,m
h_j(x)  = 0,  j = 1,...,p

where x is a vector of one or more variables. f(x) is the objective function R^n -> R, g_i(x) are the inequality constraints. h_j(x) are the equality constrains.

Installation

Stable:

$ pip install shgo

Latest:

$ git clone https://bitbucket.org/upiamcompthermo/shgo
$ cd shgo
$ python setup.py install
$ python setup.py test

Documentation

The project website https://stefan-endres.github.io/shgo/ contains more detailed examples, notes and performance profiles.

Quick example

Consider the problem of minimizing the Rosenbrock function. This function is implemented in rosen in scipy.optimize

>>> from scipy.optimize import rosen
>>> from shgo import shgo
>>> bounds = [(0,2), (0, 2), (0, 2), (0, 2), (0, 2)]
>>> result = shgo(rosen, bounds)
>>> result.x, result.fun
(array([ 1.,  1.,  1.,  1.,  1.]), 2.9203923741900809e-18)

Note that bounds determine the dimensionality of the objective function and is therefore a required input, however you can specify empty bounds using None or objects like numpy.inf which will be converted to large float numbers.

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distributions

No source distribution files available for this release.See tutorial on generating distribution archives.

Built Distribution

shgo-0.4.3-py2.py3-none-any.whl (343.0 kB view hashes)

Uploaded Python 2 Python 3

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page