Fides Python API
Modules
Fides Fides is an interior trust-region reflective optimizer |
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Minimization This module performs the optimization given a step proposal. |
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Trust Region Step Evaluation This module provides the machinery to evaluate different trust-region( -reflective) step proposals and select among them based on to their performance according to the quadratic approximation of the objective function |
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Subproblem Solvers This module provides the machinery to solve 1- and N-dimensional trust-region subproblems. |
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Hessian Update Strategies This module provides various generic Hessian approximation strategies that can be employed when the calculating the exact Hessian or an approximation is computationally too demanding. |
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Logging This module provides the machinery that is used to display progress of the optimizer as well as debugging information |
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Constants This module provides a central place to define native python enums and constants that are used in multiple other modules |