simplenlopt 1.0.1

A scipy.optimize like API for nlopt

Overview

A simple, SciPy like interface for the excellent nonlinear optimization library NLopt to make switching between SciPy and NLopt a piece of cake. SimpleNLopt's functions can act as a drop-in replacement for SciPy functions. Major differences compared to plain NLopt:

• SciPy like minimize(method='NLopt algorithm') API for NLopt's local optimizers
• Automatic numerical approximation of the gradient if analytical gradient is not available
• Automatic handling of constraints via the augmented lagrangian method without boilerplate code
• Scipy like interfaces to NLopt's global optimizers with hard stopping criteria
• SciPy like curve fitting using NLopt's algorithms

Documentation

Refer to the online documentation for detailed description of the API and examples

Installation

pip install simplenlopt

Example: Minimizing the Rosenbrock function in simplenlopt and scipy

import simplenlopt
from scipy.optimize import rosen, rosen_der
import scipy
import numpy as np

x0 = np.array([0.5, 1.8])

res = simplenlopt.minimize(rosen, x0, jac = rosen_der)
print("Found optimum: ", res.x)

res_scipy = scipy.optimize.minimize(rosen, x0, jac = rosen_der)
print("Found optimum: ", res_scipy.x)