PySLSQP: A transparent Python package for the SLSQP optimization algorithm modernized with utilities for visualization and post-processing
Mathematical Software
2024-08-27 v1 Numerical Analysis
Numerical Analysis
Abstract
PySLSQP is a seamless interface for using the SLSQP algorithm from Python. It wraps the original SLSQP Fortran code sourced from the SciPy repository and provides a host of new features to improve the research utility of the original algorithm. Some of the additional features offered by PySLSQP include auto-generation of unavailable derivatives using finite differences, independent scaling of the problem variables and functions, access to internal optimization data, live-visualization, saving optimization data from each iteration, warm/hot restarting of optimization, and various other utilities for post-processing.
Keywords
Cite
@article{arxiv.2408.13420,
title = {PySLSQP: A transparent Python package for the SLSQP optimization algorithm modernized with utilities for visualization and post-processing},
author = {Anugrah Jo Joshy and John T. Hwang},
journal= {arXiv preprint arXiv:2408.13420},
year = {2024}
}
Comments
9 pages with 2 figures. For associated code, see https://github.com/anugrahjo/PySLSQP