ScipyDIRECT: a Python wrapper of the DIRECT global optimization algorithm

DIRECT is a method to solve global bound constraint optimization problems and was originally developed by D. R. Jones, C. D. Perttunen and B. E. Stuckmann.

ScipyDIRECT is a python wrapper around DIRECT. It enables using DIRECT from the comfort of the Python scripting language.

The Scipydirect package uses the Fortran implementation of DIRECT written by Joerg M. Gablonsky, DIRECT Version 2.0.4. More information on the DIRECT algorithm can be found in Gablonsky's thesis.

ScipyDIRECT is a fork of pydirect. It provides an alternative interface to the DIRECT algorithm compatible with that used in scipy.optimize.

Quick start

ScipyDIRECT is on PyPI so you can install it using pip install scipydirect. As a prerequisite make you sure you have a Fortran compiler such as gfortran installed.

Then run the following minimal example.

import numpy as np
from scipydirect import minimize

def obj(x):
    return (x**2).sum()

bounds = [[-3.0, 3.0], [0.5, 5.0]]
res = minimize(obj, bounds=bounds)
print(res)

Documentation

You can access the documentation online at Read the docs. If you install from source you can generate a local version by running make html from the doc directory.

Support and contributing

For bug reports and enhancement requests use the Github issue tool, or (even better!) open a pull request with relevant changes. If you have any questions don't hesitate to contact me by email (andimscience@gmail.com) or Twitter (@andimscience).

You can run the testsuite from the test directory:

cd test python test_direct.py

If you receive the warning message "Fortran code not compiled", when you try to use the package the installation has not been successful. Numpy.distutils is used to handle the Fortran dependency, so you might find advice for how to solve your problems by searching for "numpy distutils fortran" online. Unfortunately Fortran installation issues seem to be common, but I cannot assist you in that regard as such an issue is specific to the details of your computer setup.