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PyOptimizer

Python implementation of general nonlinear optimizer, this library is simple and just reveals the essential of the non-linear optimizer.

  • Project backbone are implemented in backend
  • Example use of this repository is implemented in tests/testMonoBA.py run
python tests/testMonoBA.py
  • Generally for a nonlinear problem, we can define the problem with parameters (unknown variables) and constraints (equations).
  • Parameter are abstracted as Vertex, constraints are abstracted as edge.
  • In a problem, vertices must form edges and these edges must generate a residual. and this code will adjust the values of vertices to get minimum residual.
    • A basic optimization problem of finding a,b,c to get minimum y in y = a * x * x * x + b * x * x + c * x + noise given a set of y and x is implemented in tests.py. Feel free to adjust codes there to solve other simple problem.
  • BAL dataset test code might be implemented later but it is simple and nearly implemented in tests/testBA.py.

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Python implementation of general nonlinear optimizer.

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