equipez / cobyqa

A derivative-free optimization solver for constrained optimization using quadratic approximations.

COBYQA: a derivative-free solver for general nonlinear optimization

COBYQA, named after Constrained Optimization BY Quadratic Approximation, is a derivative-free solver for general nonlinear optimization problems. It can handle unconstrained, bound-constrained, linearly constrained, and nonlinearly constrained problems. It uses only function values of the objective function and nonlinear constraint functions, if any. No derivative information is needed.

The current release of COBYQA contains a Python implementation of the solver. It is distributed under the BSD-3-Clause license.

Documentation: https://www.cobyqa.com/

Installation

COBYQA can be installed on Python 3.7 or above.

Dependencies

The following Python packages are required by COBYQA:

• NumPy,
• SciPy 1.1.0 or higher, and
• Cython 0.29.23 or higher

User installation

The easiest way to install COBYQA is using pip :

python -m pip install -U cobyqa

To check your installation, you can execute :

python -c "import cobyqa; cobyqa.show_versions()"

Testing

After installing pytest 5.0.1 or higher, you can execute the test suite of COBYQA via :

python -m pytest --pyargs cobyqa

Support

To report a bug or request a new feature, please open a new issue using the issue tracker.