cobyqa.problem.Problem#

class cobyqa.problem.Problem(obj, x0, bounds, linear, nonlinear, callback, feasibility_tol, scale, store_history, history_size, filter_size, debug)[source]#

Optimization problem.

Attributes:
bounds

Bound constraints.

fun_history

History of objective function evaluations.

fun_name

Name of the objective function.

is_feasibility

Whether the problem is a feasibility problem.

linear

Linear constraints.

m_bounds

Number of bound constraints.

m_linear_eq

Number of linear equality constraints.

m_linear_ub

Number of linear inequality constraints.

m_nonlinear_eq

Number of nonlinear equality constraints.

m_nonlinear_ub

Number of nonlinear inequality constraints.

maxcv_history

History of maximum constraint violations.

n

Number of variables.

n_eval

Number of function evaluations.

n_orig

Number of variables in the original problem (with fixed variables).

type

Type of the problem.

x0

Initial guess.

Methods

__call__(x)

Evaluate the objective and nonlinear constraint functions.

best_eval(penalty)

Return the best point in the filter and the corresponding objective and nonlinear constraint function evaluations.

build_x(x)

Build the full vector of variables from the reduced vector.

maxcv(x[, cub_val, ceq_val])

Evaluate the maximum constraint violation.