optimize

Optimization

Local Optimization

minimize
minimize_scalar
OptimizeResult
OptimizeWarning

The minimize function supports the following methods:

The minimize_scalar function supports the following methods:

The specific optimization method interfaces below in this subsection are not recommended for use in new scripts; all of these methods are accessible via a newer, more consistent interface provided by the functions above.

General-purpose multivariate methods:

fmin
fmin_powell
fmin_cg
fmin_bfgs
fmin_ncg

Constrained multivariate methods:

fmin_l_bfgs_b
fmin_tnc
fmin_cobyla
fmin_slsqp
differential_evolution

Univariate (scalar) minimization methods:

fminbound
brent
golden

Equation (Local) Minimizers

leastsq
least_squares
nnls
lsq_linear

Global Optimization

basinhopping
brute
differential_evolution

Rosenbrock function

rosen
rosen_der
rosen_hess
rosen_hess_prod

Fitting

curve_fit

Root finding

Scalar functions

brentq
brenth
ridder
bisect Bisection algorithms.
newton

Fixed point finding:

fixed_point

Multidimensional

General nonlinear solvers:

root
fsolve
broyden1
broyden2

The root function supports the following methods:

Large-scale nonlinear solvers:

newton_krylov
anderson

Simple iterations:

excitingmixing
linearmixing
diagbroyden

Additional information on the nonlinear solvers

Linear Programming

General linear programming solver:

linprog

The linprog function supports the following methods:

The simplex method supports callback functions, such as:

linprog_verbose_callback

Assignment problems:

linear_sum_assignment

Utilities

approx_fprime
bracket
check_grad
line_search
show_options
LbfgsInvHessProduct

Package Contents