Optimization#

brute

Minimize a function over a given range by brute force.

brentq

Find a root x0 of a function f in a bracketing interval [a, b] using Brent's method.

fmin

Use a Nelder-Mead simplex algorithm to find the minimum of function of one or more variables.

fminBFGS

Minimize a function using the BFGS algorithm.

fminLBFGSB

Minimize a function func using the L-BFGS-B algorithm.

fminNCG

Perform unconstrained minimization of a function using the Newton-CG method.

fminSLSQP

Minimize a function using Sequential Least Squares Programming.

linprog

Solve the following optimization problem with a linear objective function and a set of linear constraints.

osqp

Solve the following optimization problem with a quadratic objective function and a set of linear constraints.

qclp

Solve the following optimization problem with a linear objective function and a set of constraints including a quadratic constraint.

quadprog

Solve the following optimization problem with a quadratic objective function and a set of linear constraints.

scs

Solve the following optimization problem for the objective function with given constraints:

solve

It generates the vector b that solves X*b=Y.

socp

Solve SOCP problems and calculate the minimum of the objective function under specified constraints.