Fides - A python package for Trust Region Optimization
About Fides
Fides implements an Interior Trust Region Reflective for boundary constrained
optimization problems based on the papers
ColemanLi1994 and
ColemanLi1996. Accordingly, Fides is named
after the Roman goddess of trust and
reliability.
Fides can be installed via pip install fides. Further documentation is
available at Read the Docs.
Features
- Boundary constrained and unconstrained interior trust-region optimization
- Reflective, truncated and optimization based boundary heuristics
- Exact, 2D and CG subproblem solvers
- BFGS, DFP, SR1, Broyden (good and bad) and Broyden class iterative
Hessian Approximation schemes
- SSM, TSSM, FX, GNSBFGS and custom hybrid Hessian Approximations schemes
