COBYQA documentation
====================
.. toctree::
:maxdepth: 1
:hidden:
User guide
API reference [
Developer guide
:Version: |version|
:Useful links: `Issue tracker `_ | `Mailing list `_
:Authors: `Tom M. Ragonneau `_ | `Zaikun Zhang `_
COBYQA is designed to succeed `COBYLA `_ as a derivative-free solver for general nonlinear optimization.
Using only functions values, and no derivatives, it aims at solving problems of the form
.. math::
\min_{x \in \R^n} \quad \obj ( x ) \quad \text{s.t.} \quad
\left\{ \begin{array}{l}
\xl \le x \le \xu,\\
\aub x \le \bub, ~ \aeq x = \beq,\\
\cub ( x ) \le 0, ~ \ceq ( x ) = 0.
\end{array} \right.
COBYQA assumes that the bound constraints :math:`l \le x \le u` are unrelaxable, i.e., that the nonlinear functions :math:`\obj`, :math:`\cub`, and :math:`\ceq` cannot be evaluated outside the bounds.
Hence, COBYQA always respect the bound constraints throughout the optimization process.
To install COBYQA, run in your terminal
.. code-block:: bash
pip install cobyqa
For more details, see the :ref:`user guide `.
Citing COBYQA
-------------
If you would like to acknowledge the significance of COBYQA in your research, we suggest citing the project as follows.
- T.\ M.\ Ragonneau. `Model-Based Derivative-Free Optimization Methods and Software `_. PhD thesis, Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China, 2022.
- T.\ M.\ Ragonneau and Z.\ Zhang. COBYQA: Constrained Optimization BY Quadratic Approximations. Available at https://www.cobyqa.com, |year|. Version |release|.
The corresponding BibTeX entries are given hereunder.
.. code-block:: bib
:substitutions:
@phdthesis{rago22,
author = {Ragonneau, T. M.},
title = {Model-Based Derivative-Free Optimization Methods and Software},
school = {Department of Applied Mathematics, The Hong Kong Polytechnic University},
address = {Hong Kong, China},
year = 2022,
}
@misc{razh22,
author = {Ragonneau, T. M. and Zhang, Z.},
title = {{COBYQA}: {C}onstrained {O}ptimization {BY} {Q}uadratic {A}pproximations},
howpublished = {Available at https://www.cobyqa.com},
note = {Version |release|},
year = |year|,
}
Statistics
----------
As of |today|, COBYQA has been downloaded |total_downloads| times, including
- |github_downloads| times on `GitHub `_, and
- |pypi_downloads| times on `PyPI `_ (`mirror downloads `_ excluded).
Acknowledgments
---------------
The early development of COBYQA was funded by the `University Grants Committee `_ of Hong Kong, under the `Hong Kong PhD Fellowship Scheme `_ (ref. PF18-24698).
It is now supported by `The Hong Kong Polytechnic University `_.
]