Optimization methods

L-BFGS-B

optimix.optimize.minimize(function, verbose=True)

Minimize a function using L-BFGS-B.

Parameters:
optimix.optimize.maximize(function, verbose=True)

Maximize a function using L-BFGS-B.

Parameters:

Brent’s method

optimix.optimize.minimize_scalar(function, verbose=True)

Minimize a scalar function using Brent’s method.

Parameters:
optimix.optimize.maximize_scalar(function, verbose=False)

Maximize a scalar function using Brent’s method.

Parameters:
optimix.optimize.minimize(function, verbose=True)

Minimize a function using L-BFGS-B.

Parameters:
optimix.optimize.maximize(function, verbose=True)

Maximize a function using L-BFGS-B.

Parameters:
optimix.optimize.minimize_scalar(function, verbose=True)

Minimize a scalar function using Brent’s method.

Parameters:
optimix.optimize.maximize_scalar(function, verbose=False)

Maximize a scalar function using Brent’s method.

Parameters: