optymus

Optimization Methods Library


Keywords
constrained-optimization, optimization-algorithms, optimization-methods, optmization, unconstrained-optimization
License
MIT
Install
pip install optymus==0.1.7

Documentation

PyPI GitHub Documentation Status

This library provides a comprehensive collection of optimization methods, both with and without constraints. The main goal is provide a simple structure to improve research and development in optimization problems.

Getting Started

To begin using optymus, follow these steps:

  1. Install optymus:

    pip install optymus
  2. Get Started:

    from optymus import Optimizer
    from optymus.benchmark import MccormickFunction
    
    import jax.numpy as jnp
    
    f = MccormickFunction()
    initial_point = np.array([2, 2])
    
    opt = Optimizer(f_obj=f,
                    x0=initial_point,
                    method='bfgs')
    
    opt.print_report()
  3. Explore the Documentation: Visit the official documentation to understand the available optimization methods and how to use them effectively.

Refer to the documentation for detailed information on each method and its application.

Contributions

Contributions to Optymus are highly appreciated. If you have additional optimization methods, improvements, or bug fixes, please submit a pull request following the contribution guidelines.

How to cite

If you use optymus in your research, please consider citing the library using the following BibTeX entry:

@misc{optymus2024,
  author = {da Costa, Kleyton and Menezes, Ivan and Lopes, Helio},
  title = {Optymus: Optimization Methods Library for Python},
  year = {2024},
  note = {GitHub Repository},
  url = {https://github.com/quant-sci/optymus}
}

optymus is part of quantsci project.