Lindon Roberts
Lindon Roberts
This implementation doesn't include all of the original code's linear algebra tricks which help it scale, so the per-iteration cost is roughly cubic with the input dimension (if you use...
Could also consider an AMPL interface?
Thanks for posting - this is the same underlying problem as in #14, which was fixed in https://github.com/numericalalgorithmsgroup/pybobyqa/commit/3b65e18508a37eed3366d61097d38ddbbd0ee3e9. I haven't made a new release - would it be helpful to...
I tried with those package versions (and the latest Py-BOBYQA from git), with Python 3.8 on Ubuntu, but still can't replicate this error. However, looking more carefully at your traceback,...
For the "x0 below lower bound" warning, this is generated when x0
Thanks - this is a good idea. Without pandas, the diagnostics could also be made available as a dictionary.
I've made this change. For my own reference, I still need to test and update formal dependencies and documentation.
Hi, thanks for the suggestion. I agree it would be a good idea to be able to support bound constraints on rotated coordinates. I've started looking into incorporating the methods...
Scipy function: https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.least_squares.html
A simpler option (also separately useful), would be to have weighted least-squares: either - f(x) = sum_{i=1}^{m} w_i * r_i(x)^2 or - f(x) = ||r_i(x)||_{A}^2, where ||v||_{A} = v' *...