Subproblem solvers (cobyqa.subproblems)#

This module implements the subproblem solvers of COBYQA. They should be investigated for specific purposes only, and users who just wish to solve general derivative-free optimization problems should instead refer to the function cobyqa.minimize.

bound_constrained_cauchy_step(const, grad, ...)

Maximize approximately the absolute value of a quadratic function subject to bound constraints in a trust region.

bound_constrained_normal_step(aub, bub, aeq, ...)

Minimize approximately a linear constraint violation subject to bound constraints in a trust region.

bound_constrained_tangential_step(grad, ...)

Minimize approximately a quadratic function subject to bound constraints in a trust region.

bound_constrained_xpt_step(const, grad, ...)

Maximize approximately the absolute value of a quadratic function subject to bound constraints in a trust region along specific straight lines.

linearly_constrained_tangential_step(grad, ...)

Minimize approximately a quadratic function subject to bound and linear constraints in a trust region.