Fides Python API

Modules

fides

Fides Fides is an interior trust-region reflective optimizer

fides.minimize

Minimization This module performs the optimization given a step proposal.

fides.trust_region

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

fides.subproblem

Subproblem Solvers This module provides the machinery to solve 1- and N-dimensional trust-region subproblems.

fides.hessian_approximation

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.

fides.logging

Logging This module provides the machinery that is used to display progress of the optimizer as well as debugging information

fides.constants

Constants This module provides a central place to define native python enums and constants that are used in multiple other modules