""" ===================================================== Optimization and root finding (:mod:`scipy.optimize`) ===================================================== .. currentmodule:: scipy.optimize Optimization ============ General-purpose --------------- .. autosummary:: :toctree: generated/ minimize - Unified interface for minimizers of multivariate functions fmin - Nelder-Mead Simplex algorithm fmin_powell - Powell's (modified) level set method fmin_cg - Non-linear (Polak-Ribiere) conjugate gradient algorithm fmin_bfgs - Quasi-Newton method (Broydon-Fletcher-Goldfarb-Shanno) fmin_ncg - Line-search Newton Conjugate Gradient leastsq - Minimize the sum of squares of M equations in N unknowns Constrained (multivariate) -------------------------- .. autosummary:: :toctree: generated/ fmin_l_bfgs_b - Zhu, Byrd, and Nocedal's constrained optimizer fmin_tnc - Truncated Newton code fmin_cobyla - Constrained optimization by linear approximation fmin_slsqp - Minimization using sequential least-squares programming nnls - Linear least-squares problem with non-negativity constraint Global ------ .. autosummary:: :toctree: generated/ anneal - Simulated annealing brute - Brute force searching optimizer Scalar function minimizers -------------------------- .. autosummary:: :toctree: generated/ minimize_scalar - Unified interface for minimizers of univariate functions fminbound - Bounded minimization of a scalar function brent - 1-D function minimization using Brent method golden - 1-D function minimization using Golden Section method bracket - Bracket a minimum, given two starting points Rosenbrock function ------------------- .. autosummary:: :toctree: generated/ rosen - The Rosenbrock function. rosen_der - The derivative of the Rosenbrock function. rosen_hess - The Hessian matrix of the Rosenbrock function. rosen_hess_prod - Product of the Rosenbrock Hessian with a vector. Fitting ======= .. autosummary:: :toctree: generated/ curve_fit -- Fit curve to a set of points Root finding ============ Scalar functions ---------------- .. autosummary:: :toctree: generated/ brentq - quadratic interpolation Brent method brenth - Brent method, modified by Harris with hyperbolic extrapolation ridder - Ridder's method bisect - Bisection method newton - Secant method or Newton's method Fixed point finding: .. autosummary:: :toctree: generated/ fixed_point - Single-variable fixed-point solver Multidimensional ---------------- General nonlinear solvers: .. autosummary:: :toctree: generated/ root - Unified interface for nonlinear solvers of multivariate functions fsolve - Non-linear multi-variable equation solver broyden1 - Broyden's first method broyden2 - Broyden's second method Large-scale nonlinear solvers: .. autosummary:: :toctree: generated/ newton_krylov anderson Simple iterations: .. autosummary:: :toctree: generated/ excitingmixing linearmixing diagbroyden :mod:`Additional information on the nonlinear solvers ` Utility Functions ================= .. autosummary:: :toctree: generated/ line_search - Return a step that satisfies the strong Wolfe conditions check_grad - Check the supplied derivative using finite differences show_options - Show specific options optimization solvers """ from optimize import * from _minimize import * from _root import * from minpack import * from zeros import * from anneal import * from lbfgsb import fmin_l_bfgs_b from tnc import fmin_tnc from cobyla import fmin_cobyla from nonlin import * from slsqp import fmin_slsqp from nnls import nnls __all__ = filter(lambda s:not s.startswith('_'),dir()) from numpy.testing import Tester test = Tester().test bench = Tester().bench